I'm not sure about your specific setup. But here is how I'd configure my system for the same objective. First I'm on a PC, so in Windows 7 under sound properties I'd go into the properties of my digital optical output, and look under the advanced tab, and make sure all the boxes are checked under Exclusive Mode.
Then in MusicBee Preferences/Player, I'd make sure the output is set to WASAPI, and the sound device is set to the digital optical output.
And that's it. I currently am playing Rhodes Ahead Vol.2 by Marc Cary from MusicBee to my stereo system.