How to turn headphone mode off my iPhone 4?

My iphone4 is saying headphone mode but I haven't got headphones pluged in, and I don't know how to turn it off.

Yeah this happened to me and it's annoying. Try ha hard-reboot (hold the home and sleep buttons for ten seconds or until the phone turns off and the apple logo shows) wait for it to restart, it Should be fixed, if not cross your fingers and try again, it should stop eventually