[ctiger]

This is a hardware problem, just the headphone jacks, either the mini-usb or the 3.5mm jack has physical problem.
I had one brand new phone with the same problem, and I went back to the store where I exchanged that and did an exchange again. The repair guy over there told me to use mini-usb headphone which does not come with the phone. (my problem was from the 3.5mm though) and I told them, this is a new phone and I don't want a replacement of a rebuilt phone, I want another brand new phone that has no this problem. This is a side track.
This is just some contact problem in the headphone jacks, so as several people suggested, plug the headphone in and out several times, you will get a chance to fix it. But make sure you don't use alcohol or anything with water in it. Only if you have pure alcohol. Because any water will damage the circuit inside, or cause corrosion. DON'T USE RUBBERING ALCOHOL. High pressure air should be helpful. Be gentle. If you break it, you get more trouble. For the mini-usb, the HTC usb cable is suggested. if you compare the HTC mini-usb with normal, standard mini-usb, you will find that the HTC ones have very thin tongue in the middle, and standard mini-usb cable will charge, and connect the phone with computer but might damage the port if used not carefully.