go to "FUNCTION --> UTILITY --> Tab CONFIG2 --> 1 SPEAKER: HEADPHONE SWITCH".

In this display you have three options (see also S970 reference manual, page 127):

HEADPHONE SW: Speaker sounds normally, but is cut off when headphones are connected to the [PHONES] jack.
ON: Speaker sound is always on, even if headphones are connected.
OFF: Speaker sound is off. You can only hear the instrument sound via the headphones or an external device connected to the AUX OUT jacks. (source psr tutorial)


BTW Bill how was your first live on stage experience wit the S970...?