Windows PC to USB DAC. How do you do it ?

I am in the process of trying to integrate my laptop computer into my audio system and was planning on purchasing a DAC with a USB input. However, I am not sure how I get a digital stream of data out of my computer, more specifically, using Window Media Player which is what I have used for my music handling on my pc. I have heard I need to buy a sound card for my laptop, but I cant seem to get more information, nor, how I would still direct the music from WMP to the sound card.
Any help greatly appreciated !
Thanks,
Mark