Hey man, it sounds like the Drivers for the onboard sound aren't installed. When you plug in the connectors one by one, windows should show some sort of notification to verify what you are plugging in to each jack. You will also need to go into your windows sound options and make sure its set to 5.1. Another tip is that the color codes on the Asus motherboards aren't always right, so you will have to verify that each jack is for the correct speaker that you have plugged into it.
If you have the regular Sirus headphones, you're going to see worse performance by using the Asus onboard jacks than you would by using the USB adapter and control module that comes with the headphones. The purpose of the module is to take the digital signal and convert it over to amplified analog. I believe that the software for the headphones won't work if you are bypassing the module, and you will either have to depend solely on the Realtek junk that comes with the motherboard.
The Asus onboard sound is pure garbage, no matter what their advertising for the product tells you. Only the headphone jack has an amplifier, but the other jacks don't, which means that the board won't have the power to push those headphones. I have the Sirus-s which are the same headphones without the module and I had to install a Creative sound card and software in order to power them.
