Using Amp for Headphones only, Do I need to put load on speaker outs?

Most audio equipment bypass speakers when headphone jack is used.

^true, and also most modern ommercial (meaning for sale, not as in professional only or anything) amplifiers do work fine with no load. It is possible to build (and probably buy, but uncommon these days) an amplifier that does not behave that way, but that problem should be rare. Just FYI, if you needed to add a load that you don't want to actually make sound, you'd get what's called a "dummy resistor" of the appropriate resistance (8 ohms to mimic most speakers, but can vary) and power (not too hard to find ones rated to 50w or 100w).. they've got them at www.parts-express.com amongst other places.

DonoMan is correct..
Parts-Express has these..

http://www.parts-express.com/pe/showdetl.cfm?partnumber=019-020

You should definitely use these as your power amplifier can destroy the headphones if the level is too high, as headphones are very fragile relative to power handling..

Just my $0.02...