Look in PulseAudio Volume Control (pavucontrol) in the Configuration tab. You might have to install that program, because it is not installed by default. You seem to have two audio controllers, probably one is using a HDMI video plug to transport the audio belonging to the video and the other is the controller connected to the speakers and/or headphone. Switch that HDMI audio controller "off" in the configuration tab. If you are using e.g. a TV to play videos and you can't switch off the HDMI controller, you can select the right audio controller for each program using the buttons right to the program name in the playback and recording tabs. The system will remember you selection forever.