If you're listening to music on remote speakers via AirTunes, and you then play a movie (.mov, .mp4, .m4v) or MIDI file in iTunes, the audio will play through your computer's speaker's instead of through the remote speakers.
MIDI files and movie files will not play over AirTunes, and this affects movie files with or without video. For example, the KQED Radio stream in the Radio tuner in iTunes is a .mov file, so it plays through the computer.
This document will be updated as more information becomes available.