Hi, I have a little problem with using spotify with Win&. In browser (Chrome) it works OK, but when I've installed it on my Win7, it's not working. It has synchronized all my playlists but when I want to listen to any kind of music, it's just doesn't play it.
It would be helpfull to get more information about your hardware (sound onboard or special sound card etc.) because it sounds like a problem between desktop-client and windows sound layer.
Win+R (to run a command) and then MMSYS.CPL starts the dialog for windows sound settings. There you can see your devices. One should have marked as default. Click on properties->advanced and play with the options.