External Speakers?

While my iMac sounds decent, I do have a nice three-piece Yamaha setup but I'm a little confused as to how to disable the internal speakers and engage the external ones. The Yamaha connects with a USB and the classic audio cable but when I connected everything I expected the iMac to detect and switch maybe? I tried going into iTunes preferences but that didn't work because it seems to be looking for external speakers connected to an airport wireless and that's not my setup... I'm using a LinkSys router.

I'm sure this is easy... but hey, I'm a switcher!

Have you tried the Sound preference in System Preferences?

System Preferences > Sound