Have you gone through the mic setup wizard to see if that helps?
If you open the Sound Settings -> Recording Tab -> select the mic -> Properties -> Levels Tab -> Make sure Mic Boost is maxed.
Apply those settings and then click the Listen tab. Check "Listen to this device" and start talking. See if you can hear yourself after the boost. (also make sure your playback device is set correctly)
*SUPA EDIT* Have you looked at the user guide for connecting the setup to your PC? http://support.trittontechnologies.com/supportsuite/index.php?_m=downloads&_a=view&parentcategoryid=21&pcid=1&nav=0,1
if you click the PDF listed there it gives specific instructions for each connection method to a PC. Specifically look at Page 10. Hope this helps.