Hey, the sound level on your headset should be the same as for your powered speakers. If the headphones don't work well, buy another set. Most headphones are unpowered, I've never used any powered ones except with special headsets like aviation headgear.
If unpowered headphones/speakers won't work, then they require more power to be fully driven or the output on your soundcard is too low. Most headphones are typically from 32 - 200 Ohms while speakers are typically 4-16 Ohms, most being at 8 ohms.
Or, turn up the sound output via the Windows interface and then turn down the volume control on the speakers, or adjust the sound for the speakers when you use or alternately the headphones when you use them.
A soundcard like TurtleBeach SantaCruz will eliminate your problems allowing both headset and speakers to be plugged and shouldn't have the problems you describe. Most newer soundcards require amplified speakers and regular headphones (unamplified).