The operating system is what version of Windows you have.
If you are on 7 or 8 hit the start button and type sound(in windows 8 you have to look on the right side and not search app. search settings) you should see a speaker icon called Sound. Select it
You will be in a Window with a tab called Playback. Do you see the headset listed?
If you see it, does it have a green checkmark on it? If not, right click it and select Set as Default Device restart any audio programs and see if you get sound now.
If not post back and I will see what else we can try.