Check your motherboard documentation or manufactures documentaion if you bought a pre-built, like Dell, Compaq etc. Make sure your drivers are updated for your mobo's onboard sound and go into your "control panel-sound & audio devices-speaker settings-advanced". It should list the supported speaker settings for your current configuration.
It's quite likely your onboard sound may not support 5:1 surround. If 5:1 is not supported than you either need updated drivers or a soundcard such as the one I showed in my first reply.