The function of the headphone jack as antenna is separate from the function as an audio i/o port. There's no link between having the FM receiver on and the playback output.

If you have the fmradio applet installed, it sometimes gets confused about where to play sound from; it has the ability to play out the speakers with headphones plugged in (in case you are using it as antenna only), or through the headphones. I recommend uninstalling that. Mediabox is said to be better (at not getting things scrambled, especially with bluetooth headsets) if you do want FM capability.
If you don't have the fmradio applet installed, then it could be a hardware problem, but you'd probably better try with different headphones or speakers...

Canola is an allegedly very nice, finger-based media player. I haven't installed it. Python is a popular scripting language, and it would seem odd to have to disable it for Canola... But I dunno, as I said, I haven't installed Canola.