Do you have anything else plugged into the audio? If it's plugged up to a TV or stereo as well as your headphones, you're probably dealing with a ground loop. If you wired directly to the board, try turning it on without the av cable plugged in and listen for the power up sound. If that works, try again, but without the audio running to your tv set.
Another thing you could check, and I know it sounds stupid, is that your headphones are plugged all of the way in. A lot of times, new headphone jacks require a good bit of force to put the plug all of the way in for the first few times you use them. It's really easy to just plug it in, feel the first click, and then completely overlook that you've still got another click to go.
Happens way too often. Makes me feel like an idiot every time.