Oh, I see. Sorry, didn't understand that at first.
Ok, so option 1 won't work for you. If you try option 2 from my previous post, what happens? Does it just turn everything off, so that sound comes neither from the speakers nor the headphones? I'm guessing everything will be muted, but it's worth a shot. I'll re-post that option again, just in case.
Option 2:
When you are using your Headphones, you can mute the notebook speakers to prevent sound coming from the speakers at the same time you are hearing sound from the headphones.
Right-Click Sound (icon from the Taskbar) > Open Volume Mixer > "Speakers and Headphones" >
Click on 
Let us know what happens!