Having sound from BOTH the TV and the headphones at the same time is actually determined by how the headphones are connected to the audio source. Generally speaking there are a couple of ways of creating these connections which are:
1) If a set top box (cable box, DVR, etc) is in use look for audio output jacks on this device and connect the headphones to the set top box to allow for independent operation of TV speakers and headphones.
2) Check the TV manual/set up guide for an option that allows the TV to operate the speakers and audio output jacks independently (ie: fixed output) to allow for independent operation of TV speakers and headphones and connect into the audio output of the TV.
NOTE: If you have a dedicated headphone jack and use that connection it automatically cuts sound to the TV speakers.