LCM-22w2 speakers/headphones problems

http://www.westinghousedigital.com [...] itemnum=60

That's the one I have, and I have my 360 hooked up to it, and so the sound comes out of the monitors' speakers, but there's a line in plug for a 3.5mm plug, so when I try to put my headphones that I use into the output, but the sound still comes out of the monitor and no sound comes out of the headphones. I checked to see if it's all the way in or if there's another option under the menu to switch it to, but nothing. I dunno what to do to get the sound into my headphones. Any ideas?