Bluetooth headphones connect but sound still comes from laptop speakers on

I have a pair of Bluetooth headphones.  They are Auvio headphones.  When I go into settings and select pc and devices I can implement Bluetooth reception.  It searches, eventually finds my headphones, loads a driver or something and then they are paired.  I then click on them to connect.  They connect and say so.  Yet, when I try to anything produces a sound or sound effect, like raising the master volume, the sound emanates from the laptop speakers and not the bloddy headphones.  I un pair them reboot and start all over and nothing.  It worked one other time before.  What is the problem with Dell and Bluetooth. Frustration level rising...........