Yeah dude, go here and get the virtual audio cable (free/donationware).
http://vb-audio.pagesperso-orange.fr/Cable/index.htm
This gives you an extra set of audio inputs/outputs. You can use that to channel your music through into obs.
I use the banana mixer on that same site which gives you a lot more control, but might be overkill if you want to keep it simple. You don't need this since you can set up obs to work with the cable alone, but it allows you to control levels on the fly, mix in multiple input sources and add real time processing (say noise reduction for your mic. , etc). it can be a bit fiddly to setup, as the terminology is sometimes counterintuitive, but there are some decent guides to be found, through google and especially on the obs forums.
I highly recommed testing before you stream, because it can be fiddly. :)
Also you don't need to do all the above unless you want more control, as in obs it can be as simple as adding another desktop audio device source and make sure the source is set to your speakers or onboard soundcard. You also need to check that your default playback device is the soundcard or speakers in windows sound settings just in case it is set to something else...like headphones.
