Audio Jack Pop-Up

Dell Latitude E7450

When I would plug headphones into the jack a box used to pop up and ask me what kind of accessory was plugged in. I would choose headphones or audio headset etc and I could always control the sound with the function keys on the key board and also with the audio icon at the bottom right of the start bar. 

A couple days ago I unchecked the box in the pop up that said "always ask". After doing that:

-I can no longer control the volume from my keyboard and also can not control it from the sound icon. I can only control the sound from whatever website I am listening to.

-I also now have 2 sound devices showing in the icon and my computer noises (like from emails coming or outlook alerts) all come thru the computer speakers but the radio comes from my headphones. 

-When the headphones are unplugged with the radio still playing, the radio will come over the computer speakers but the function keys still do not work to mute, turn down or turn up the volume

How do I get the pop up to come back so my sound settings can get back to normal?