When I get a ping in my Skype, the sound immediately plays in Laptop's sound card and switches back to the jack plugged in. How to control this behavior?
Ha, you've just dicovered another very carefully designed and wonderfully implemented feature of Skype!! No wonder M$ bought the company.....
To answer your question, you can change the default ringing device in the options.
Note that the settings might be overriden if your audio configuration change, so just go back there and check each time.