Try to detect headphones as front speakers. HD Audio seems to have a filter working for headphones. It's good thing for some very old cheap piezoelectric headphones (check if you have one of those), but it's a disaster for modern good headphones. The worst thing that only way to shut down this filter is selecting speakers, which mean you can not use headphone 3D virtualization (front-rear) with bass (It renders onboard HD Audio unusable for best gaming experience for me personally, I mean HD Audio with equalizer made Bass Boost can't replace my Creative X-Fi with 3D and real Bass Boost).
There are some graphs at the link. Basically, red line corresponds to 'headphones' selection, blue - for 'speakers'. It also seems that the filter comes from using HD Audio in laptops, and it needed there. But, but why it's not choosable((
Sorry for poor english.
I also amazed how people don't believe in headphones. Average modern in-ear headphones are better than most of cheap and average 2.0 speaker systems (whick don't have good low-end driver and size), and of course *.1 is better than headphones, cause of subwoofer.
Sorry for misinformation, I've just tried to connect headphones to front panel jack and it has bass! Just like on my Creative's card back panel is for *.1 systems and back panel's output for headphones is filtered (regardless of jack selection, orange, black, green whatever). This is ridiculous. I can understand hard filtration in sound card, where channels especially selected, one special OpAmp and scheme for woofer/center, other for simple channels, but...
Simply, the answer is front panel. Connect it to the HD Audio card (if it's not connected) then headphones to it. Your computer's case could have special 10-pin connector, if it has - find the similar pins on motherboard and watch where lacking pin is (like hard drive IDE connectors). If your case have divided connector's pins, they probably should have markings and your can use HD Audio pinout - http://www.intel.com/support/motherboards/desktop/sb/cs-015851.htm .