I don't know what kind of amplifier you have or what kind of inputs it has. Let's assume it has 1/4" inputs like my monitors do. All you have to do is get 2 cables (one for left, one for right output) each with a 1\4" male on one end, and an RCA male on the other. If your amp doesn't have headphone outs, then you need something like this:
Headphone Amp or this:
a bit better budget headphone amp
Then if you are using Windows XP, you need to go to control panel, then to "Sound and Audio Devices", then click on the audio tab, then find "Sound Playback". Set the default device for Sound Playback to "M-Audio Delta AP Multi." That's pretty much it. Other than, if your amp has different inputs you might need something other 1/4" male on the other end. Don't know what your setup is, because you didn't specify.
amra