I use Itunes at my live gigs to play music during the breaks, I use a usb device as the computer jack output is dodgy and sounded like poop anyway (the lap top was given to me for free and it cost $28 to fix, so beer spills are not a worry).
I think you set it up via the computers audio preferences, before opening Itunes, once set up every time you plug in the device (before turning on computer) it will default to the device from the inbuilt audio.
Alan.