I cant seem to get it to work. Any suggestions?

Do you have a Creative Labs sound card?

Another option is to use the third-party ALAudio driver. This driver can be used in conjunction with OpenAL Soft or - if you don't mind spending some money - Rapture3D by Blue Ripple Software. All of this should result in better spatial audio, along with some of the environmental effects that are normally associated with the use of technologies such as EAX.

Rapture3D supports a number of HRTF presets for use with headphones, along with a model that works surprisingly well with stereo speakers. OpenAL Soft also supports different HRTF tables, although configuring OpenAL Soft to use them is harder. There are various threads around the Internet on this topic, such as this one.

EDIT: fixed ALAudio link

I have an SoundBlaster X-Fi Go! Pro card so it should work fine. For some reason Alchemy does not work, and UT99 doesn't even load it. I've used an ALAudio and it seems to sound like EAX 1.0, so that's fixed. However the problem is now that I have to fix UT99 as before my cracked Alchemy on Realtek speakers did EAX 2.0 just fine, but with the soundcard I can't even get it to load.