Problem with iPad when using Griffin DJ Cable

Hi guys

I recently bought a Griffin DJ cable to use with my ipad but the same audio plays through both speaker and headphones. I have tried using the same cable, speaker and headphone set-up on someone else’s ipad and everything works fine. I can only assume that the issue is with how I have my ipad set up but as far as I can see it is set up the same as my friend’s. Is this a common problem with a quick fix? I am frustrated beyond belief with this.