If the file is an mp3, thats why. mp3 doesn't support 5 channels, at least yet anyway. AAC supports 5.1. But it should still play the left and right channels through the rest of the speakers though.
This probably doesn't answer your question. You can try this too if you have WinXp:
You want to go to Control Panel --> Sounds, Speech, and Audio Devices --> Sound and Audio Devices --> Advanced (Under the title Speaker Settings) --> [Drop down menu] Speaker Setup --> 5.1 Speakers.
I am sure you've already done that though.
Other than that I dunno.