I don't have much experience with macs... but do you have the right drivers installed and proper channels selected? By default with asio drivers, your primary/default outputs should be with channel offset = 0. In other words, your outputs will be channels 1 and 2.
If you have the red light on the headphone jack, that means you're listening to channels 3/4. You'll only be outputting there if you go to the output settings and change your channel offset = 2. Or just push the button and turn the light off, which will revert your headphone jack to channels 1/2.