How to send DVD Player's audio to headphones?

I got a new DVD player (CyberHome from Amazon) and neither it nor the TV have a headphone jack so I was wondering if it's still possible to send it to my headphones?
The audio output the DVD player has is Left and Right output and coaxial output.

Even if you can get a cable to allow you to plug your headphones into the audio outputs that you mention then I doubt that the line levels will be sufficient to be of use and I suspect that some form of amplifier (e.g. a stero system) will always be required in order to drive the headphones.

Got it working thanks.
Got a 2 phono to stereo jack cable, connected the 2 phono to the DVD player and the stereo jack to a stereo jack coupler and plugged my earphones into that and it works fine with audio loud and clear.