A little more information would be helpful, but I can suggest a couple of minor things to check before assuming there's a hardware problem with the phone jack. First, and I know this sounds so obvious, but ensure you have sound coming through the speakers. Second, insert the phone jack into the hole very firmly. Some times, it looks and feels like it is in all the way, but it really isn't. That has happened to me when I would have sworn the jack was fully inserted. Third, try another set of head phones, if possible, or try the ones you're using in another device.
Those are a couple of things to check. If you still get no sound through the headphones, then a hardware problem may be the issue.