I was just going to post this question to everyone, too. There is something from CreativeLabs that you can get: The X-Fi I/O Drive Upgrade. It is an adapter that plugs into the front-panel port on the card and extends it to the front, giving you separate headphone and aux inputs.
If you use the ones on the speaker, it won't auto-detect the connection and switch to the virtual surround for headphones. You have to go in and change the sound profile manually. I am currently using the headphone jack on my speakers and it sounds good. I wonder if there is a difference.
I would get the I/O adapter but it is $70 and I don't really feel like spending that much on it. Does anyone know of an alternative to this?