Problem with sound on my laptop?

So, when I use sound like a video or music with headphones I can hear what I want to hear in the background very quietly and over the top I can hear random music.
It's not distortion but actual music.
I've checked nothing else is playing but I still get it.
I only get this with headphones, when I play out loud it's fine.
It's not the headphones as I've tried others.
It's weird how it only happens with headphones!
Has anyone got any suggestions before I reset the whole computer to factory default.
Any help appreciated!
Thanx! : )