This may be a software problem - you must have tried headphones from different manufacturers. Check out the FAQs on the Sandisk website - it should help. you might need to upgrade the firmware - be careful to keep a backup while upgrading - or else all your music / data will be wiped out.
This could also be a hardware problem, if it is persisting with all three headphones. If you are Do it yourself person, you should be able to mend it yourself - it is possible that soldered contact point of the earphone jack must have broken off - you can easily repair it using a soldering iron - if you don have a soldering iron, you may take your device to the nearest electronics repair shop - as you know the problem, the repairmen won't be able to fleece you.