New synth. No sound out, Help please.

'Morning everyone,Just registered & I have a question.
I just bought an M- Audio Venom synth. I have everything set up but I can't get sound out. In the system preferences I can see the device and I can see that the sound is getting in when I'm in the input menu and I play the synth.( Blue sound level indicators working), I can also use the device as an MIDI controller in garageband. But no mater what I do in System prefs- sound- output menu I get no sound.
The question might be CAN I hear the synth.through the computer but assuming I can, how do I get this to work? The thing does work with headphones andI have been playing with it that way, but I would like to hear this trough my computer speakers. No other issues with sound,I just can'y get this to work.Thanks in advance.
iMac, Mac OS X (10.6.8) Latest drivers but this is supposed to work without them. I've tried both ways,same result.

I have solved this myself !! If anyone is interested I ran a cord from the synth outputs to the 1/8 in line in on the I MAC. Still no sound. Then I found LineIn on the web (it's free). I downloaded it and the synth is playing through the speakers now. Fast simple and free. Very pleased with myself and my new toy. Hope this helps someone.
Link to the site Rogue Amoeba | Freebies: Free Software for Mac OS X
You want LineIn.

I am having the same issue but I am using an audio interface. I have had 2 interfaces and the first had an issue with Mavericks, the 2nd I think & hope was merely defective. I am looking to see if anyone knows how to repair Audio Midi setup. I may start a separate thread.