Thank you David and Carl!
My headset is a cheap Maxell kid's headset, I'm not a real headset snob, just want something that stays on my head, as opposed to the little buds they give you, which, for some reason won't stay in my ears.
It has what I think is a 2.5 mm prong, which just falls out of the speaker hole in the AVOD. So, I think I need a 3.5 mm prong and that is what I am looking for. Something 3.5 that I can plug the 2.5 into, so I can watch movies on the plane.
This is what I see on Amazon.ca, but I don't see how to plug it into the AVOD slot.

Also, the one you mentioned, Carl. I am wondering if I am making this more complicated than it actually is.