Cant hear through headphones only speakers

Hello,
Lately ive been haveing trouble listening to sounds through my headphones while on my laptop.
Its a toshiba and it has windows vista. Its not the heaphones because I can hear 'windows' sounds because when i click on the volume icon at the bottom left screen i can hear the little noise it makes as i lower and rise the volume. However wehen i go to a site such as youtube, the sound dosent come through my headphones instead through the integrated speakers on the laptop. Smae happens when i open itunes or anyother form of music/sound. Somebody PLEASE help me,this is extremely annoying and i would like to know how to fix it.

Any help is grately appreciated.