Hi there,
If you right click on the Loudspeaker Icon in the Notification area of the taskbar the sound properties dialogue box pops up. Under Playback you will need to set the USB headset as your chosen default playback/recording device if you want to use it all the time.
If you are going to use it for some programs, such as Rosetta Stone or other voice recognition software this is the only way of getting it to recognise the USB Headset. If you are using the headset for MSN Messenger, Yahoo Messenger, Skype or a similar program, you will usually need to plug the USB headset in before opening the program and then setting it up through the applications own options. This will normally be something like Audio & Video setup or Options.