Using Headphones with Virtual DJ?

Hi, can someone simplify what i need to buy in order to use Virtual DJ (on mac) with my headphones so i can pre listen to songs, and the music to play through speakers. I bought a cheap splitter, as i thought this would be the answer - splitting the speakers and the headphones - but this left me with one side coming out one side of the speakers, and the other side doing the same. So yeah, i have read loads of stuff about Soundcards? but do i really need one of them? If anyone has a ebay link that would be very helpful - cheap as poss please :) Also any tips on the set up to get it all working and synced would be great. Thank You