Can anyone tell me why?

I have a Grado in ear headphone connected to a Sony Walkman digital music player....I love how it sounds.  I wrongly guessed that if I use the 3 1/2 inch jack that powers the headphones....if I plug it into my big stereo, I could get music using a 3 1/2 male to 2 RCA plugs.  No sound even with volume way up.