Just doing a quick scan on-line, I think its likely you'll have to end up with a cable like the one you pictured, and then get an adapter that changes the male end into a female end that will allow you to plug the headphones into. No big deal (not expensive).

The only other question remaining then is whether your computer and amp have the same size jack. If so, then all you'll need is the appropriate sized Y cable. If not, then you'll need to add an adapter to one side to make it work.

Don't forget also that you're almost guaranteed to need a couple of extension cables so that you have enough reach to plug both your computer and amp in... that Y cable may be too small to reach both your computer and amp, but check and see how much length you're going to need... you might be able to get a longer Y cable that will reach.

Write it out on paper and imagine yourself plugging in before you go to the store... I hate getting home only to realize I'm missing one key cable or adapter! :)