1. Open Sound panel
2. Select Speakers as the default playback device
3. Go to the "Recording" tab
4. Right click and enable "Show Disabled Devices"
5. A recording device called "Wave Out Mix", "Mono Mix" or "Stereo Mix" (this was my case) should appear
6. Right click on the new device and click "Enable"
7. Right click on the new device and click "Set as Default Device"
8. Double click on the new device to open the Properties window
9. Go to the "Listen" tab
10. Click on the "Listen to this device" checkbox
11. Select your HDMI device from the "Playback through this device" list

And you're done, the drawback is that you won't have a microphone selected as default recording device, but for what concerns me I couldn't care less.