If you want to get fancy, you can follow the instructions detailed
here
If not, you can just patch up connections with some stray wires (make sure you don't short anything if you go with this method!)
Here's the X-Fi pinout (which happens to be the same as the Audigy 2 pinout)
1 - Analog Ground
2 - Analog Headphone Out Left
3 - Audio Backpanel Mute -- short to ground to mute the backpanel (when headphones are plugged in)
4 - Analog Headphone Out Right
5 - same as #3
6 - Mic input from front panel
7 - No Connection
8 - VREF out -- voltage reference for Mic
9 - MIC IN MUTE -- ground when mic isn't plugged in, +12VDC when mic is plugged in
10 - Audio cable detect -- will be ground when headphones are plugged in (not normally used)
If you don't really trust your DIY skills, just know that pins 1, 2, and 4 for a headphone connection.