When you say that sound is coming out from your DAW, do you mean THROUGH your DM and into your monitors? Or do you mean out of your computer's sound card and into your computer speakers? If you mean through your computer's sound card and into your computer speakers, then you probably need to go to Start/Control Panel/Sound. Then look within the list of devices and find the one labled "IF-FW/DM MKII Audio". Right Click on it, and select "Set As default Device".
Now right click on it again, and select Properties. Under the GENERAL tab, at the bottom, make sure "Use This Device (enable)" is selected. Next, go to the LEVELS Tab, and make sure it is at 100%. Now go to the "ADVANCED" tab, and select the sample rate and bit depth you want to use. I have both boxes checked under "Exclusive Mode".
Now, press "Test". You should hear the test chimes coming out of your DM. If you don't, you have your FW card routing wrong.