I'm not getting audio out of PsyGen on the latest EnergyXT (2.6, running on Windows 7 on a Core2 Duo). Ambitron and PsyBox work great. Maybe this is an issue with multiple audio outputs (which PsyGen seems to have) and EnergyXT. I seem to recall that's one of the issues with EnergyXT. I tried each of the outputs and got nothing.
So, good news for Ambitron and PsyBox. They work great on EnergyXT.