Headphone isn't detected by Win7 but will on Ubuntu (on dualboot)

I got a computer that is on dualboot (Win7 and Ubuntu (14.04)). Here is my problem. When I am on Ubuntu and I plug my headphones on, it works. BUT, when I'm on Win7, the HP aren't detected. I get no notification as such as "new device detected". Headphones: SONY Casque DJ pivotant MDR-V55. Work with Win8 (other computer), Win7 (another PC), Ubuntu 14.04 on this computer. Gold plated jack connector. PC: EliteBook 8540w DualBoot Win7 Pro / Ubuntu 14.04 Thanks.

Question by 3751_Creator on Super User, licensed CC BY-SA. We show a short excerpt and link to the original thread as credit.