My Headphone jack doesn't allow me to use headphones in my iPhone 4

When i plug in my sony headphones to the headphone jack in my iPhone 4 the music doesnt play. When i plug my iPhone into my fm transmitter aux cable it does the same thing. When i plug in the charger from my fm transmitter then plug in the aux cable it works fine, but if i do it the opposite way, aux cable then charge cable, it brings up the voice control service with the iPhone. Please somebody tell me how to fix this or what to do? Its very annoying.