Astral's right and beware, if you turn on EAX enviroments in the Creative Audio Console, etc. you're altering the EAX support coming from the game IF you forget to switch to Game Mode in the CAC (X-Fi). For instance, the game will be set, of course, for you to hear foot steps coming up from behind you, or to hear the stream's water running in a certain way with it's EAX affects...if you turn on EAX in CAC, you'll be adding "StoneHall" or "Theater" or "Jazz Club" to those in-game effects EAX effects.
Now, I'd imagine the X-Fi and Audigy 4 can do that without noticable distortion or sound artifacts, but its up to you whether or not that colllage of effects is something you'd enjoy.
If you do switch to Game Mode in CAC, all the above is null and void, Game Mode is simply allowing your card to process the game's EAX effects.