Sound through my headphones

OK, call me a newb or whatever but this is my first midi. I bought the AKAI MPK mini and it's been a lot of fun so far but when I plug my headphones in the sound continues to come through my laptop and no sound comes through the headphones. And even weirder, when I mute my laptop the sound still comes out of the speakers. It's like the program is operating independently from Windows and my laptop. SPOOKY! Can someone please tell me what's up? I'm sure it's a simple fix but can't find an answer when I search google. Thanks!
Joey

Do you have any other audio devices connected to your computer? It sounds like your mpc software if configured to output through that instead. Go to preferences > audio in the MPC software and check where the audio output is being sent.

Dude oh my God I swear I looked at that a hundred times but for some reason when you told me to do it it worked. I feel like an idiot. But I am super happy to have headphones and super grateful to you for your help.

Joey