Could you list down your specs? Especially the motherboard. Or if you have a sound card.
In my Gigabyte mobo which has a Realtek ALC899 audio, you have the option to either provide the audio signal exclusively on a single plug (either ac97 jack in case or the ones installed at the back) or treat the 2 output source as separate (you could listen via ac97 jack and audio ports at the back simultaneously). This can be modified through the audio manager's settings.