Ok, here is a thought that will keep you from making fried username.
Does your television have any RCA ports on it? You know, the lil round things with a hole in the center, generally come in three's, a red (sound) a white (sound) and a yellow (video).
Ok, if so, here's what you do.
Get one or two (however many ports for sound your tv has) RCA cable, perhaps off an old playstation adapter, and bare the wires.
These wires are actually 2 wires. The outer wire is stranded together, wrapped around another wire. Make sure the 2 wires do not contact when finished.
Once you've got the wires bared, get your hands on something like this:
http://www.pricegrabber.com/search_getprod.php/masterid=453295/mode=googlegfel/
What you want is the female end. Slice that thing in two, keeping the female half. Bare the wires on it.
The wire for the headphone plug will likely be black, with one wire having a white stripe. It doesn't really matter which wire you hook to what, as long as they are isolated from each other when your done.
Seperate the two wires, attach one to the outer stranded wire or the rca plugs, and the other to the inner wire of the rca's.
Tape it up, use wire nuts or even solder, just make sure the do not contact with each other. Plug the RCA's into your television (or cable box or VCR) and plug your headphones into the female port.
Boom, you should have sound. Now, you'd probably want some of those headphones with there own volume control, for this is just a signal your tapping into, and isn't very powerfull. It may be enough to power some small earbuds, but I don't know about larger headphones.
You should be able to get all materials, and quite possibly some advice from your local radio shack. I know they atleast will have the rca and headphone adapters you will need.