What motherboard is it? I had the same problem before with an Asus MoBo(don't remember the model). I cracked my brain literally to get it working. Then it was the vendor's turn. We tried audio drivers, different ports, different headphones, it just wouldn't work. The vendor was a tech enthusiast, so he took it as a challenge to get it working. They usually dismiss such complaints by asking the user to use the back panel instead.
Finally he sent the MoBo to R***i Perepherals and got me a slightly upgraded MoBo and then it worked. Its an Asus P5QL Pro if I remember correctly. I spent hours to get it work. I strongly recommend you to ask them to check the Motherboard, or you will waste time and energy in vain.
I was told by the vendor that most MoBo manufacturers doesn't give a damn about the front panel, and most often the customer ends up using the back panel.