Have a thorough read of your mobo manual and you will easily see the problem.
You will notice there is audio in and out for each channel and that the default setting is the in and out jumpered together for each channel in order for the back panel to work.
Some front panel audio sockets are switched so that the speakers plugged into the back will shut off when a headphone is plugged into the front, cheaper ones are not switched.
You will probably need to make or buy 2 Y pieces to allow everything to work properly.