Think of your UA-1A like an external sound card, even though it's small. When you are using it you will have to plug a pair of speakers into the RCA line output jacks.

Are you using the Windows volume control to set output levels? Check to make sure the volume is properly set.

Have you selected the "USB Audio Device" driver as the playback sound card in your music software?

In Mac OS9, once the UA1A has been selected as a input in Sound Manager (SOUND control panel). All audio ouputs will come out of the UA1A. So be sure it is selected in the "Input" page.