If you have Doom 3 1.3 installed, hold down command while starting the game. There should be a dialog box that, among other things, has a checkbox for OpenAL audio. Check that and you should have audio in Doom 3 with 3rd party sound devices.
However, the feature is unsupported and has been unstable for me. The game has quit to the main menu on me several times. One of the reasons I've never gotten past the first level on Doom 3. The other reason.. WoW.