For Windows 7:
Right-click the volume control icon on the bottom taskbar and click on "Playback Devices" to open the pop-up window for sound options. In the "Playback" tab, select "Digital Output Device" or "HDMI" as the default device, click "Set Default" and click "OK" to save the changes.
For OSX:
Confess three times that "It just works" is a lie, then select System Preferences -> Sound and then click on the HDMI device.