Sound coming from my headphones and speakers simultaniously - Alienware M17x R4

I have a rather annoying thingy with my laptop. 
When I do something on my laptop where noise is involved ( play games , play music , etc. etc. ) and I have ear plugs / headphones inserted , the sound is coming out of both my speakers and my headset.
I do not know how long I already have the problem, I discovered it today when I took my headphones off for a moment.

Do any of you know how I can fix this? So that if I insert my headphones , the sound just goes through the headphones and not through the speakers at the same time. 
I Googled for a while now but I cant find a way to solve it. (Im not a PCs / laptops expert)
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I use an Alienware M17x R4 with Windows 10.

I have already tried to update the drivers , remove and restart to reset them but nothing seems to work, PLEASE HELP!
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Thanks in advance.