Audio not going through

Put the summary of the bug you're having here

What I expected to happen was...:
Game starts up and I hear Audio through my Headphones.

What actually happened was...:
Game starts up but, when I plug in my Headphones, the game audio plays through my Laptop's Speakers as if I hadn't plugged my Headphones in at all.

Steps to Reproduce:
Can't be reproduced since, this is a bug that either has affected me only or, others as well but, can't confirm others since, no others have reported this bug.