To clarify previous posts:
Connect stereo headphones, all audio automatically routes to the headphones.
Connect Mono headset, all audio (except phonecalls) are routed to the internal speaker.
I grabbed an old pair of headphones from a walkman, cut off the old 3.5mm stereo plug and soldered a 2.5mm stereo plug on them. Works like a charm!
That didn't work on mine! I even have a pair of stereo headphones with a 2.5mm jack and it didn't offer any sound whatsoever!