How do I get my headphones to work?

[Peyton]

Ive never tried to use headphones before,but I got some and when I plug them into my jack on my DVD player no sound comes out.Do I need a cable feeding back into the dvd player from the sound card?The jack on my CD-Rom doesnt work either.
Just wanted to know before I ripped things apart.
Thanks in advance!:disgust::disgust::disgust::disgust::disgust::disgust::disgust::disgust::disgust::disgust::disgust:

 

[Peyton]

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[NeoMadHatter]

for your dvd player i'm thinking you need to change an option in a menu. but the computer you gotta plug it in the back where the speakers were, unless you have an audigy/live! platinum or platinumEx or game theater xp that have headphone jacks on them. then they should work for you on the computer.