Ah...yeah thats how its like on mine too, but thats when I have it set to stereo. I haven't actaully enterd that menu in surround mode (4.1) but I thought it would be different then since theres more than 2 channels. Sorry about that.
Are you sure you've placed all the speaker ports into the right sockets at the back of the computer? (just to check since this could be a cause)
If this doesn't work, I wonder if the soundacrd or even speakers could be faulty in some way? Maybe you could try re-installing the drivers of the soundcard to see if that helps?