This is likely because your sond card sees the rear speaker panel and the front panel as two independant lines
When you switch from one to the other, with the program open, the ound card redirects the audio but the program is still attempting to send to the old output. the easiest was to avoid this? Use the headphone jack on the speakers themselves; or buy a 3.5mm male to female extension cable leading to your desk. That way you can plug in your headphones into the same port without the need to reconfigure it.
Otherwise post up soundcard details and we can try to find a software option that works.
