Are you using AV cables from your DVD player to your TV? (the yellow,red and white ones) If you are the is a way to do this, since you have no other outputs at all is you will have to make one. With the purchase of a couple adapters and an additional av (audio only cord which is red and white) you can do this. The first adapter you need looks like this. http://www.globalgrabber.com/product/4507930-5mm-stereo-plug-2-rca-plugs-jacks/
You will remove the red and white AV cords from the back of your TV that run from the DVD player and insert them in the adapter to their respective colors on the adapter. Then you need to purchase a double female AV adapter that looks like this .http://www.google.com/products/catalog?q=double+female+av+adaptor&hl=en&prmd=ivns&biw=1600&bih=799&bav=on.2,or.&um=1&ie=UTF-8&cid=14119505288159192113&sa=X&ei=S-V1TZPDJIKglAexv-ybCA&ved=0CI0BEPMCMAU#
Then you need to put that adapter on the one you just installed so you can add the new AV cord onto it and run the new cord to the TV.That completes the sound of the DVD's back to your TV. Now for your headphones. You will need a double female 3.5mm jack input to put between your headphones and the remaining jack on the adapter. It looks like this http://www.buy.com/prod/3-5mm-female-to-female-stereo-audio-cable-coupler/q/sellerid/23962916/loc/101/216778563.html
Play a movie and enjoy. This is the only way to do what you want with the current setup you have. These adapters and wires can all be purchased for less than $10 off of E-bay. If your not using AV cords then the only other way to do it with the current setup you have is --
You can purchase a reasonably priced receiver and hook your DVD, cable, and TV to it as well as your headphones. With no outputs on your TV there will be no way to hear your DVD's through your headphones. You can also purchase a very reasonably priced shelf speaker stereo. Many made in recent years have some audio inputs and of course inputs for your headphones.