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I would be glad to help. It sounds to me like your devices and headphones may be using different types of TRS connections. To accurately identify the issue, can you tell me the Brand and Model of the headphones, stereo, and personal device that you referenced in your original question.
Identifying the issue will depend on what devices you are using and the type of TRS connector they use. If you can provide the Brand and Model of these items I will be able to identify any compatibility issues right away.
Have you tried using your headphones on any other devices (CD Player, iPod, smartphone, TV)?