Hi,
If you have a dual card setup, it can be tricky, because where you hear the sound (eg. from the on-board card or the second plugged in/external card) can also depend on what MIDI device you choose, and how the audio for that device is routed. FWIW, Notation Software applications use devices that are already on your computer, while Finale and Sibelius are pre-packaged with their own soundsets (and also cost more
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I also have an on-board sound chip/card as well as a second sound card that is plugged in a slot. My second card, while really nice for doing audio recording and stuff, is pretty fussy about "exclusive control" issues. I have to make sure that audio routing is set to go to whichever card I want specifically using either my synth's options, or Windows/Sound options when I use audio DAWs or Notation Composer (or other Notation software).
Unfortunately for these cases, the MIDI Device Setup in Notation Player is more limited than it is in Notation Musician and Notation Composer, so the most likely explanation (without seeing your set up) is that Notation Player is (1) using the default GS Wavetable (unless you've selected a different MIDI Device in Setup/Quick MIDI Device Configuration) and that (2) that MIDI device is routed by default through the onboard sound card. You should be able to change the default audio output by using Windows/Control Panel/Sound.
If the above ramble doesn't give you enough info to sort it out, please do let us know what kind of setup you have in regard to (1) sound cards and (2) MIDI devices on your computer. That will (hopefully) help us figure out the solution here.
ttfn,
Sherry