There are work-arounds. This is the same as this issue here-
Audio out through USB (car/home dock) - xda-developers
Since you are on stock, try this first-
Connect to the dock, and open (if it does not auto) your desk dock app. On there, you will see the speaker icon. Tap it so it is strike-through... normally you would call this mute. Erase MUTE in your brain, and insert LINE-OUT. Then try playing music.
For the car dock, which is the same problem, there was additional steps for it work ideal. You may need to do something similar for the desk dock.
We had to have more than one car dock app installed, so when you docked it would prompt which one you wanted as the default. DO NOT SELECT A DEFAULT... if you do, your home button gets owned, and you cannot leave the app running to support any audio you wish, just one of the limited buttons in the dock app.
So, I would flash the google car home AND the stock car home from the Rogers Froyo release, and not choose one as the default. When docked, I would choose the Rogers one, and then hit the HOME key to drop back to normal home screens. After doing the lineout step above, it should all work.
I do not have the desk dock, so I cannot tell you which desk dock apps to use for this hokey-pokey. So long as your phone brings up A desk dock app now, you need to get another installed so it will prompt you... it does not matter what this other one really is as you will never use it.
Try that out, or rotate the phone around and do not use the plugin adapter and connect both USB and AUX... probably what you are doing now.