Reply to S2 Macbook speaker output?

I just bought my first piece of kit, the S2 last evening and am loving it. I do have a question about routing audio.

For on the go practice, is there any way I can have the master output come through my Macbook's speakers while still being able to plug my headphones into the S2 to cue up tracks?

I had assumed this was possible but haven't been able to adjust the settings to exactly what I'm looking for. Any and all help would be appreciated.