Why Wont Any Pair Of Headphones Work When I Plug Them Into The Aux In Hole?

I figured out why the boombox jack did not work.  It is an “Auxiliary Input” jack.  What this means is that audio signals go INTO the boombox, not OUT of the boombox.  For example, if you had an mp3 player, you could connect it to the boombox and play the music from the mp3 player out to the boombox’s speakers.

I looked at the instruction manual for the boombox.  http://www.google.com/url?sa=t&rct=j&q=&source=web&cd=1&cad=rja&ved=0CDMQFjAA&url=http%3A%2F%2Fstatic.highspeedbackbone.net%2Fpdf%2FJensen_CD-472_manual.pdf&ei=fxZ4UbbHJoP42QX1jIDwAw&usg=AFQjCNFW6fg0tSLIUwLIyTLjSjfaT_anzQ

On page 8, its seems to indicate that the jack can be used with speakers.  It says:

USING HEADPHONES (NOT INCLUDED): Inserting the plug of your headphones into the Stereo Headphone Jack will enable you to listen to the CD or radio in private. When using headphones, the speakers will be automatically disconnected.

Unfortunately, the manual does not explain how to do this.  There may be a clue on page 6 where the manual says that there is an “aux(off)” function switch.  If we are lucky, this might mean that the switch can change from input microphone mode to output speaker mode.