That's exactly what I do. I've got an audigy soundcard and I plug a headphone jack into one of the holes in the back (the one that works) and split it into a tiny 100w pa amp which goes to my speakers. I only get mono due to the nature of the pa amp but I only use speakers when i'm working out, I almost always listen with headphones.
...mind you I put it into the aux jack of the amp, otherwise you may end up with differences in whatever electrical term applies here.
[Edited by daveasdf on 12-11-2003 at 07:21 AM]