I always have my master channel muted, and I switched the volume applet to adjust the headphone channel. This way, sound never comes out of my speakers, but it's always on when I plug headphones in.
However, when I use my Fn keys to adjust volume, they adjust the "master" channel, rather than the "headphone" channel. How do I change this behavior? If it makes a difference, I am using a Dell Inspiron 1200.