Here is the solution if you are using amarok with the xine-engine:
First, you have to change "Ausgabe-Modul" (see screenshot, I don't kown how it is called in english) from "auto" to a specific driver. I chose "oss" for the screenshot.
Then you have to select the desired sound device. I could only change between /dev/dsp and /dev/sound/dsp. I have to soundcards, /dev/dsp and /dev/dsp1. So I created the directory /dev/sound an created a symbolic link /dev/sound/dsp, pointing to /dev/dsp1. I had to restart amarok, then it worked properly.