I am not sure what causing it. I tried to change some settings for the graphic card, but it didn't work.
Graphic card: Sapphire 7870 XT. Motherboard: GA-H77-D3H.
At first, I thought it's ATI Catalyst Control Center changing my audio output. I changed there the default audio output, but still when I open a game (Starcraft or Borderlands for example) my PC changes the audio output to AMD HD Audio - HDMI.
I haven't yet found someone with a similar problem.