[junkgear]

I'm not sure if you are talking about device sharing or not, but in general, you do not want Pro Tools and Windows using the same audio device.

What you are describing will work fine if you have an external ASIO audio interface in use by Pro Tools. Then you can use something like your internal computer audio, which uses a WDM driver to play back audio on the computer output.

If Pro Tools is defaulting to another audio device when it starts, there is a good chance that you are sharing and PT do not see that as an available audio source, and defaults to something else.