As far as I know that cable Gonk is talking about is for use on Soundblaster speakers only. It is a proprietary 5 or 6 pin wire.
I think the only way you can use the Audigy is with the analog cables or one of the drive units.

If you don't do any gaming I would suggest, if you can, return the audigy and get an Maudio sound card. They sound alot better and are not too expensive.

Hope this helps