or i could get a splitter and get 1 jack to jack lead to plug into the monitor and then plug my headphones into the other hole in the splitter, would that work?
You could get a headphone splitter cable. Probably not the best solution for getting decent audio through both, though if you're using built-in monitor speakers then you're probably not too bothered about that 🙂 Headphone splitters are dead cheap - take a look on Amazon.