Most games don't use EAX. Farther, due to changes to Directsound as of Windows Vista, you have to use another utility [Alchemy] that converts Directsound to OpenAL, which can then be processed by the soundcard. This does introduce some problems though.
Also, whats your exact card? Some X-fi cards [ExtremeAudio] are only EAX 4.0 capable, and thus won't work with the much more used 5.0 standard.