Having sound ONLY from the headphones and not the TV is actually determined by how the headphones are connected to the audio source. Generally speaking there are a couple of ways of creating this type of connection which are:
1) Connect the headphones to a dedicated headphone jack which will usually automatically route sound from the TV speakers to the headphone jack and hence audio is only coming out of the headphone jack.
2) 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 and hence the TV volume can be turned down or muted.
3) 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 hence the TV volume can be turned down or muted.