I have been using Virtual DJ on my machine. The setup is where I want audio to play over the headphones and use a USB sound card to play audio into my headphones so I can listen to music before I play it for everybody.

However, the last time I tried, I got an error message saying "Error in the sound driver of Core Audio. Your sound card is probably not connected, or the settings are incorrect".

If I use the headphone by themselves, the USB sound card by itself, or my speakers by themselves, they all work individually.
How do I go about figuring out what's wrong here?