Couple of things id like you to try:.
Plug the headphones in, Then head to: Control Panel - Sounds, Under playback does it show the headphones at all?.
If not, Check Device manager: Click Start, then in the search box type devmgmt.msc
Look through the list, paticually under "Sound, Video and game controllers"
Can you see a audio device with an Explanation mark at the start of it ?.
If not, just have a quick check under the other catagories. Let me know if you can find it.