headphone/sound problem! HELP!!!!

is it true you need headphones to hear sound from the 500? my headphones will fit into the "PHONES" slot, but not connect, they just fit and easily slide out, which means they don't work. what kind of speakers/headphones do i need to hear sound?

please don't double-post.
your questions were already answered clearly in the topic you made in the getting started forum.
http://www.mpc-forums.com/viewtopic.php?t=75899