no, he did everything right, onboard sound usually only hass three inputs/ouputs, for three basic configurations:
1 mic, line out, speakers
2 mic, front L/R, back L/R
3 center/subwoofer, front L/R, back L/R (5.1)
you have now have 3 options
1 buy usb headphones/headset, cons: you can't use headphones/mic and soundcard with speakers at same time, sucky for games
2 buy soundcard for PCI slot in your computers cons: expensive
3 my onboard sound can accept a bracket which sits in bay in back of comp and adds 2 more inputs/outputs. i have an AMD system with realtek ac97 audio though, you may have something similar and they are very cheap $6 for me, look through your motherboard manual or look on their website for accessories.