2 things to look at:
#1-go into Sound Settings and make sure that Windows is NOT using the L-20 as its playback device.
#2-hold the N key while opening Pro Tools, which will take you to the audio engine select window(or with PT open, go to Setup>Hardware. In this window, try to select the L-20
If that doesn't work, come back with details on your Windows sound settings and what options are available on that Hardware window. BTW, always have the L-20 connected when you boot the computer, or at least a minute BEFORE opening Pro Tools so the computer has a chance to recognize the connection(otherwise, Pro Tools can't find it and will default to something else like the on-board sound card)
