First, welcome to the site. I think as long as the headphones are plugged in properly with the pins in the proper alignment and the connector is screwed finger tight it should work. Make sure the volume is turned up on each headphone speaker too, but if the sound is going to the headphones it shouldn't be going out of the machine's speaker. Also make sure the headphones are plugged into the correct outlet, but as I recall the coil and headphones each have different style connections.
If you can't fix it through the manual troubleshooting, the folks at Garrett are great to work with by phone. They were very helpful the one time I had to call.