There are two different headsets. You might have used the ones with normal audio 3.5mm connections. You plug the one for the headphones into one jack, (green?) and the mic in another. (Pink?) If you have this kind, your done.
If you have the newer one, it plugs in like any other USB. And like any other USB device you'll need to load the drivers for it. Use either the CD that came with it or download them from the manufacturers website.