Sure we're using the same headphone? I just hooked a 3.5mm male-to-male, no sound.
Also, no, I'm not talking about the input side, I'm talking about the output side. The output side (where you connect to your headphones) is a balanced setup (ie. L and R grounds are separate), different from your run-of-the-mill. Hell, even the old MDR-1R connectors don't work with the 1A.
You are not getting sound because its not plugged in all the way.
See picture:
its not a balanced plug, that 4 pin is for using with phones to stop/start/etc. Take a look at the other cable that it came without the controls for the phone, the side that goes in to your source is only 3 pin, standard 3.5mm. If you use a multi meter to check for continuity it will show that the top band (closest to plastic collar) has no continuity, meaning its not used.
Hope that clears things up, if you still have questions let me know.