The USB headphones start at a pretty low cost. I paid the equivalent of about US$5.00 for a reasonable Logitec and am quite happy with it them. I don't think there is an adapter from the audio plug to USB, but there may well be, as I'd imagination there's quite a demand for such a thing.
"The great majority of mankind are satisfied with appearances, as though they were realities, and are often more influenced by the things that seem than by those that are." - Niccolo Machiavelli