Your english was great. Excellent question.
Generally the way windows works is the control panel is to setup the sound for windows itself. This would including any codec's (decoders) that microsoft releases themselves. A lot of times you don't need your sound cards control panel and the settings from windows are enough. but a lot of specific items that you can adjust in the sound card may not be available this way. Its really a per sound card thing. My general recommendation is if you can get away without the extra software, don't install it. If it doesn't work or you can't adjust things you need to then install it.
Also not everything uses the windows settings for similar reasons. a lot of times individually tweaking different programs will provide the best results. Purevideo decoder is one of these things. It has its own sound settings that are different from the windows settings. So the control panel for sound would cover microsoft video formats, your individual decoder for mpeg2 may have its own settings that also need to be adjusted. So yes, normally you need to make the changes in both. Now this isn't limited to just purevideo decoder. other decoders, different codecs for other formats (divx, quicktime, 3g, etc might also have their own settings.
General rule of thumb. Setup windows for your sound setup. Don't assume this sets everything and check all the different software running your system (games, other video/audio formats, etc). anything you install that makes noises. Its safe to assume if the product is from microsoft it will follow the sound settings but everything else is probably seperate.
Bryan Socha
Media Center MVP