1.Make sure no applications are running.
2.Go to your Sound Control pannel. (in MacOS 8.6 , go under the apple menu ,then to control panels ,and then choose "Monitors and Sound" , In Mac OS9.x ,go under the apple menu ,then to control panels ,and then choose "Sound".
3.Then choose the "Sound Out , or Output" tab (whichever you have)
4.Notice that it is currently set to "Built In"
5.Choose "Digidesign"
6.Close up the Sound Control Panel.
7.Now when you playback your Mac sounds or any other program that would normally come out of the built in speaker , it will now come out of the Digidesign Hardware.(Usually out of its Main Outs)
8.If you didnt have "Digidesign" as a option in your Sound Control Panel , you either have the Digidesign Control Panel Extension off ,or not loaded.You can reinstall it with your ProTools install CD.(Choose Digidesign Sound Manager Driver in the Install Screen)

WARNING!!!! Doing this may cause ProTools to throw the error message:
ProTools hardware is either not installed , or is in use by another application"
In this case you must Undo the above! (Reselect "Built In" and RESTART the CPU!!)