I have eventually bought a video card which can output sound. Took me a while to get the settings right but I feel the night to document this. I have found a nice document from Nvidia which should help you getting the basics. The program which really helped me out here is the following command: speaker-test -c 2 -r 48000 -D hw:1,7. I came to the conclusion to use this after having listed the devices:

$ aplay -L
null
Discard all samples (playback) or generate zero samples (capture)
default:CARD=Intel
HDA Intel, AD198x Analog
Default Audio Device
front:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
Front speakers
surround40:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
4.0 Surround output to Front and Rear speakers
surround41:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
4.1 Surround output to Front, Rear and Subwoofer speakers
surround50:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
5.0 Surround output to Front, Center and Rear speakers
surround51:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
5.1 Surround output to Front, Center, Rear and Subwoofer speakers
surround71:CARD=Intel,DEV=0
HDA Intel, AD198x Analog
7.1 Surround output to Front, Center, Side, Rear and Woofer speakers
iec958:CARD=Intel,DEV=0
HDA Intel, AD198x Digital
IEC958 (S/PDIF) Digital Audio Output
hdmi:CARD=NVidia,DEV=0
HDA NVidia, HDMI 0
HDMI Audio Output
hdmi:CARD=NVidia,DEV=1
HDA NVidia, HDMI 0
HDMI Audio Output
hdmi:CARD=NVidia,DEV=2
HDA NVidia, HDMI 0
HDMI Audio Output
hdmi:CARD=NVidia,DEV=3
HDA NVidia, HDMI 0
HDMI Audio Output

I just tried them until one started outputting sound to my amp. As for MPlayer, this line made it happy: ao=alsa:device=hw=1.7