Plug your headphones into the adapter. The majority of mixing consoles require this adapter, and they can be purchased at any major technology or audio store.
Plug the headphone adapter into the mixing board. The appropriate jack will often be labeled "headphone" or "monitor." On most mixing consoles, this jack is located near the master volume and gain controls.
Press the "monitor" or "cue" button on the channel you wish to send through the headphones. After pressing the button, you should hear the desired music playing through your headphones. If you do not, check to make sure the headphones are fully plugged into the jack.