Alliedassault - voice headset help

so my friend gave me a head set with mic and headphones (though u already know what it is) and when I plug it in, I hear my voice on my 5.1 surroundsound lol, its annoying, i have an audigyLS I plugged the head phones jack into the jack on my volume dial for my speakers, but I can still hear my voice in the headphones, there are two jacks open on my soundcard, one for the mic and another one I dont know what it is, but its jack is coloured blue.

I plugged the headphones jack into the blue jack but I still get my voice on the speakers., if I have to unplug my speakers and plug the head set into the speaker jack everytime I want to use this, fuck that.