Now, without knowing the set up you have or the TV model this is what I would do.
In the audio settings on the TV there should be a setting that lets you keep both the TV speakers and the headphone output on at the same time.
If that doesn't work, assuming you are connecting your cable box to the tv using either RCA cables or Component cables you can get something like this which allows you to plug in the audio RCA from your cable box into this and another set of audio RCA's from the box to your TV, then plug your headphone jack into the box. It's a rough work around but it should work.
Hi. HELP please. I have just bought a Samsung 32" tv and I need to connect headphones into it. The problem we have is that I am a bit hard of hearing, on our old TV I could plug my wireless headphones into the headphone socket and the internal speakers would remain on but now when I plug them in it cuts the speakrs off. We need the internal speakers on so that my wife can listen at the volume she wants and I can do the same with the headphones. Surely we are not he only people with this problem, I do think it's a bad idea of the TV manufactures. Is there anyone please that can help us with this problem. Many thanks. Cedric