What does your Sound Preference Panel say you are using for "Output?" Do you have any other external speakers you can plug in?
Even though I have external speakers attached to my iMac, my Pref Panel shows "Headphones" connected to the "Built-in Output." If yours doesn't say anything or still says "Internal Speakers" there may be a hardware problem.

While you have a song playing on the MBP, with the Sound Pref Panel open, what happens to the output? The internal speaker(s) should silence. That would indicate the internal connection in the jack is working. But if there is no change in the Pref Panel and no sound from the external speakers, there may be other problems with the jack itself.