Aux Cable Sound Quality

I have a razer chroma keyboard with a mic and sound jack in the keyboard (fancy, right?) and the sound quality using my headphones is awesome.

However, when I try to plug a sound cable to play music In game the quality is awful. I used 3 different cables and have played sound from my mp3 player, laptop, and phone but it's never good.

I'm not sure why using an audio cable sounds worse than using my 50 dollar headphones.

Any other way I can play music in game, need good and relatively new software. I tried using VAC but was too confusing.