Reply to Quick headphone question

Being the cheap college student I am, I've yet to buy a legit sound system and still plug my speakers directly into my laptops headphone jack. (Amazing I know) However, I simply can't get any sound into my headphones to cue up my tracks.

Am I just that dumb I can't figure it out, or is it the fact that because I'm plugging directly into my headphone jack it won't allow my headphones to cue up?