Headphones don't work

Hey,

I have a 7550 Compaq monitor with Platinum JBL Series
Desktop speakers (2). One of the speakers has a hole to
put the headphone plug. The speakers are connected to the
back of the cpu. However when i put the headphones i cant
hear the music in the headphones. I have tried various
headphones (specially made for computers, CD player
headphones) and none of them work. However, if i plug the
headphones in the back of the CPU and remove the desktop
speaker plug it works. I have received replacement
speakers from compaq but they dont work either. Is there
anything else i can do?

Thanks,