I have had the same problem and have found that its due to the low quality of the headphone jack on the unit. I just give the headphone jack a little nudge and it goes away. That being said, I still love my GP2X. I'm sure if you are good with a soldering iron, you can permanantley fix the problem.
Had the same problem myself, nothing a screwdriver and a little solder didn't fix.
As chronomitch mentioned a search is good (I didn't, should have done...)