What is the product number?
What version of Windows is installed?
If it is Vista or 7, go to Start, search for Sound, and open the result under Control Panel. What does the playback tab look like? What items are listed and what is set as the default playback device? Be sure to dot his with the headphones connected.
You might review this document and try any steps that have not been tried already.
If this is a recent change, you could try a Microsoft System Restore.