Why doesn't my iPhone 4 have any sound unless headphones are in?

I accidentally dropped my iPhone in the tub while I was texting (stupid me!) but fortunately it still works! But when I try to turn the volume up or down, it displays itself as "headphones" even though headphones aren't plugged in! And the sound only works when they are!

Um I dunno maybe when you dropped it in the tub! Multitasking is for the iPhone only!
It can wait

You should try to bring it to your local cellphone repair store, I don't think you need to bring it back to Apple because of the high cost.

Or, maybe you could fix it by yourself and you can get any iPhone4 replacement you want from this link: http://www.muchbuy.com/apple-ipad-ipod-replacement-parts/iphone-4-replacement.html