Yeah, Creative is annoying in that regard. They make you pay extra for the digital outs, with a seperate dongle. This to be exact:
It plugs into that Digital out 3.5mm socket and then allows you digital in's/out's to use with speakers like the Logitech Z-5500's.
I tried using the 3.5mm in sockets on the speakers, and the sound isn't as good as when using digital. Trust me.