Since no-one has a serious answer for your question, I'll post a nonsense one.
(Mainly because I can't help you, so you might as well have something to laugh at.)
Perhaps Tux doesn't like your taste in music?
There it is. Sorry about the low-quality humor, but I had to let that out before I exploded.
Actually, does your card have both a line level output and a speaker output? It may be that windows is by default using one, and Linux is using the other. If so, try changing your speaker connection to the other one.
The fact that you can get something out of Linux would be due to the fact that both output circuits probably run very close to each other at some point, and probably are generated in the same IC. A PCB has to be designed *very* carefully to completely avoid inductive and capacitive coupling between the various parts of its circuitry.