I have a USB headset attach to iMAC running version 10.6.8. The system prefs are set for all the audio to go through the headset. itunes and quicktime and all other sounds go through the headset...EXCEPT After Effects. Those sounds go through the speakers and not the headset.
Check your settings in After Effects > Preferences > Audio Hardware. This can be configured independently of the system-wide settings in the OS.
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