Listen to music w/ headphones while on Vibrate?

[nemoid]

So on my old phone (Treo), there was a hardware switch for vibrate and when it was switched to vibrate, everything was always on vibrate. However if you plugged in the headphones, all the sounds were routed through the headphones.

With the TP it's a bit different. I have my phone on "Vibrate" -- yet if I go to listen to music (w/ my headphones) -- thru TF3D or Media Player -- nothing is routed through the headphones unless I turn the volume up on the phone, which I don't want to do. Then putting the phone back on Vibrate is kind of annoying.

I do this every day when I go to the gym so I'd really appreciate it if someone has a solution for this. Anyone?