Google is no help-wireless headphone splitter

[happily single]

I will admit to be very challenged when it comes to anything electrical--
Here is my problem-
I have a set of sony wireless headphones and a dynex splitter. My goal (and it has been done) is to be able to listen to music both through the headphones and just in the room and for the life of me I cannot figure out this stupid splitter.
Just to clarify- the headphones and splitter do work together. I did it once, and then stupidly unplugged the splitter.

Can anyone walk me through this? Thank you. Thank you. Thank you

 

[Albort]

audio out --> sony headphone sender --> sony head phone
********--> another audio device
******** ^
****splitter here

 

[The Mystery Machine]

You Tube is your friend.