1. Make sure the jack is correctly inserted, and its fully inside. Only having it partially in will reduce the signal to just one side.
2. In sound settings (gotten through double clicking the speaker icon on your system try), make sure the balance on 'Wave' is set to middle as well, and not just the master component.
2. The app you are using, like winamp or WMP. Check to see if the balance between left and right is correctly set. If not, try playing music in other software.
3. Try the same headphones on a different machine or a portable device.