Headphones that came with my iPhone won't work?

I just got the iPhone 4s and it came with these headphones but when I put them in it just kept playing out loud. So I put in my own headphones and worked just fine. So my friend used the headphones that came with it on her phone (not an iPhone) and they worked! What shouldn't do to get them to work for mine?

Contact apple and they can probably send u a new pair

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