I never really had a fancy headset, but with a $100 Sony credit about to expire (courtesy of MBNA cancelling their Sony card offering), I decided to take the plunge and buy a Sony Headphone.
After getting it charged up, I tried to plug it in on my PC. No sound 🙁
At first, I thought maybe there was some issue with my cabling, so I checked my motherboard’s JAUD1: It was properly connected to the HD_AUDIO connector from my case…

After a bunch of research, someone suggested fiddling around with the realtek audio software, and ticking the box: “Disable front panel jack detection”

Voila! It immediately started working! Hope this can help someone in case you run across the same issue! 🙂