Inputs/Outputs help

Hi, i'm new here and not totally sure where to post this but here's my problem hope someone can help:

i've just bought a macbook pro 13" and i play electric guitar, and I've bought an adaptor straight from guitar to usb, how can i get it to work as an amplifier in garage band, but still keep my headphones working.

at the moment it works like an amp perfectly, but it wont put sound through the headphones only the internal speakers.

hope someone can help me thank you