There seems to be a fault within the socket on the TV. When you plug headphones into their socket, the prong should push a metal contact aside, which disconnects the speakers. If this isn't happening you need to get someone to replace the socket. (If the TV is a recent purchase, you should insist that the retailer puts the matter right. Otherwise it could be quite expensive to put right. The component only costs about a pound but it might not be easily accessible).
Chris