How to set up Pre-Cueing and speakers with ddjsb2 and surface pro 4

I am using DJ Pro with my surface pro 4; and I also use a controller (ddj-sb2). I currently have my speakers plugged into my computer and my headphones plugged into my controller, because i’d like to pre-cue the song i’m bringing in.

I can’t get both the speakers and the headphones to work at the same time and I can’t figure out why. Any help would be greatly appreciated.