click Start, click Control Panel, double-click System, click the Hardware tab, and then click Device Manager. Is there a yellow exclamation mark next to the sound card/device? If there is update the drivers.
USB headsets are soundcards, you have two soundcards in the PC, the headset and the soundcard. You need to make sure windows is using the right one for playback - go to Control panel and select 'Sounds and Audio Devices' click on the 'Audio' tab, check that the soundcard and not the USB headset is set as the default playback device.