Sound playing through both headphones and internal speakers?

Product Name: HP 250

Product Number: Unsure, requires removing battery. Will update when I have it.

OS: Windows 8.1

I only noticed this problem yesterday, so assume it's only been happening since then.

When I plug in headphones or external speakers, sound continues to come from my internal speakers while the sound coming from the external device is very tinny and quiet. When I mute the PC, the sound from the external device continues to play, though with the right level of bass and volume.

This would be fine, but it means I can't turn down the volume because that requires me to unmute the PC.

Any ideas how to fix this?