If you have an HTC device that doesn’t have a 3.5mm headphone jack (that’s most of them), you can get a simple converter that will allow you to use your own headphones.

Or, if you want something a bit more robust, Amazon is also selling a 2-in-1 converter that adds a port for miniUSB so that you can charge/sync your device while listening to audio through the 3.5mm jack. For $5, it may be worth it.