Otherwise just buy a splitter. It would let you play on two headphones with no software setup at all since the system would think that only one headphone is connected. I prefer it this way and you can leave the other port unused.
Just plug in the splitter into one of your audio ports on your laptop and connect two headsets on splitter's other two ends. Select Headphones from your audio driver menu like you do when usually using 1 headset and there you go.
There is no difference between a PC or an laptop in this.