So you're saying that the other device doesn't even show up
at all in the Audio Midi Setup? OSX will only let you select one
default output device to use at a time, but if it's not even showing up, I'm not sure what the problem is. If they both show up, and the problem is only one can be selected, there may be a workaround to use them both simultaneously.
Although there is a procedure to create an
Aggregate Device to output to two or more devices simultaneously, that seems to be intended for pro type multi-channel audio applications that allow you to select the output destination within the application, not for applications like iTunes, which do not.
I believe that Rogue Amoeba's
Audio Hijack Pro will allow you to output to multiple devices with its
Auxillary Device Output plug-in, but it won't work if iTunes is trying to send audio to an Airport Express or other AirPlay device.
http://rogueamoeba.com/audiohijackpro/You can download a free trial (overlays noise after 10 minutes) and can purchase the license key for $32. If you have any need to record Internet streaming audio with timed recording sessions, it is worth it for that use alone.
Steve