Look at page 10 of the manual that came with your TV, it discusses the setting up your headphone with the TV. Also if you got the enhanced remote it will have a headphone jack on the left side. Please note using headphones may shut down the sound coming from the TV speakers, depending on the configuration your TV when manufactured.
I would return to Best Buy, and have them sell you an adapter for your headphones, to use this TV. That would be the easiest solution.