Its because your computer recognises each port as a different device and windows 7 doesn't support more than one device playing at a time.
The only way would be too have a splitter on the Audio port (There about two pounds on ebay)
Hope this helps!
This actually explains a lot. I was thinking it had to do with the headset being USB and not using the normal ports, adn therefore not being recognized. Either way, I'm just fine with knowing that it's a Windows limitation, and not my computer having an issue of some type. Thank you very much!