i'm assuming here that you have regular headphones and not a usb "headset"....
-make sure that you have your headphones plugged into the green headphone jack. make sure it is seated firmly.
-enter your windows sound playback devices. make sure that sound is set to "stereo" and not surround sound.
-check your equalizer to make sure it is flat or doesnt have high tones subdued.
if that doesnt work...
-try the headphones out on a different device. do they work?
-try a different port on your computer (try the front ports and the rear ports for headphone)
-reinstall your audio drivers