We recommend having a quick read of the Airfoil manual - you can always access it from the Help menu.
Airfoil
Airfoil lets you send audio from almost any application to your AirPort Express and Apple TV units, as well as to other computers on your network. Airfoil also features two complimentary applications, Airfoil Speakers and Airfoil Video Player, to enhance your experience.
Airfoil Speakers - Send audio to almost any device!
With Airfoil Speakers, you can make almost any device an audio receiver for Airfoil. There are versions of Airfoil Speakers for Mac OS X, Windows and Linux machines, as well as iPhones, iPods Touch and iPads!
The Airfoil Speakers application makes it easy to stream audio to all sorts of other devices on your local network - Macs, Windows PCs, and Linux machines, as well iPhones, iPods Touch, and iPads. Just run the Airfoil Speakers on any machine, and that device will appear as a set of remote speakers in Airfoil's main window, letting you can send audio to it.
You can download complimentary copies of Airfoil Speakers for Mac, WIndows, and Linux right from the Airfoil site, as well as Airfoil Speakers Touch from the App Store, and run them on any machine on your local network.