1. Try another headset to make sure that your current headset is not the problem
2. If you look inside the headset jack you will see a gold contact at the bottom. Most likely it is not making contact with the end of your headphones, thereby causing your headset not to play.
3. Grab a paperclip and unfold it - make a very small "L" on the bottom
4. GENTLY insert it into the jack and attempt to get under the contact on the bottom of the input. Gently pull upwards a few times.
5. Re-insert headset and see if it works.