I'm experiencing yet another bug (early adopter's dilemma!).
This morning, on my walk to the bus stop, I put on my headphones and started up Pandora. After a few seconds, I started thinking, "Wow, the sound is all muffled." Then I realized that no sound was coming from the headphones, it was blasting from the phone's speaker instead (quiet street, early morning...nice).
What is odd is that the headset is not detected at all. I tried pulling out the headphones and then plugging them back in. Nothing.
Found a temporary fix over in the Sprint forums. Apparently it is not hardware related. It's a software bug. I sure hope this is part of the patch HTC released to Sprint cause this is one of the things I was most happy with (the ability to leave my ZEN at home and use the built-in 3.5mm jack).
Anyway, here's the Sprint forum link:
http://community.sprint.com/baw/thread/22977
They recommend installing a Headset Toggle Widget found here:
http://code.google.com/p/toggleheadset/
The widget allows you to manually toggle the headphone jack on or off.
The app isn't in the Android Market, so you'll have to install it manually. That can be done using HTC Sync or I've heard there are apps available in the Market that will do the same.