How do you feed audio to your monitor? If it is done through the HDMI cable from a video card (not from the mobo's back panel) this could be tricky because there is no audio being fed out of a 3.5 mm jack on the back. Well, unless your VIDEO card also has a speaker jack on the back - if it does, try plugging your headphones in there. Otherwise, look on your monitor to see if it has an audio OUTPUT 3.5mm jack where you could plug in headphones. Even that might require some fiddling IF it's possible. Some such jacks will automatically kill the monitor speakers, assuming that you want them silent when using earphones. So IF you can do this connection and it kills your monitor speakers, look in the menus of your monitor to see if you can...