Help with outputs

Hi guys i'm new on here and i'm having trouble with my controller. I made the mistake of buying a controller with no soundcard built in so i bought a headphone adaptor which plugs into the usb on my laptop and i can plug my headphones into it. Only problem is i can't get the sound to come out seperately when i try to preview a track. The track that is playing now comes out of the same place as the preview does but i want the preview to come out of the headphones and the track to come out of the other jack to the speakers, any ideas how to change that? Thanks in advance