Is there any way I can change my default sound device in Linux "on the fly" ?

I am just not able to fix this and I have had this problem for a long, long time. Kind of sick of it, to be honest. My Windows XP system on my other harddrive never have this problem, so it's a shame, really.

Does anyone have any suggestions? The system that I'm using is Debian Lenny and it's on a intel based PC.