Remember that you only get 5.1 sound if your sound source is 5.1 encoded.
Normal stereo will only play through two speakers.
Remember to have all your setup correctly adjusted in "Sounds & Audio Devices" in Control Panel.
Go down to your local video/DVD hire shop and rent out something like Bladerunner or The Matrix (doesn't matter whether you like them or not). These films have some sound effects that will thoroughly test your sound system (don't have it too loud!)