MOCREO&reg; Wireless Portable Bluetooth Stereo Music Transmitter (Not A Bluetooth Receiver) for 3.5mm Audio Devices (iPod, MP3/MP4,TV, Media Players...) + 3.5mm Audio Cable + USB Power Cable (Black)
Now this was just what I needed.  And it works like a charm.  I can now walk on my treadmill and listen to the headphones and not disturb anyone.