Are you saying you tried multiple headsets in the same port, or tried the same headset in multiple ports of other devices?
If it is the former, then it is likely the port is the problem. However if you are talking the latter, then the headset is the likely culprit.
NOTE: If you mean that you just built the computer and are getting this issue, then you need to check your connections (inside) to make sure they are correct and secure. Additionally, it is possible that the part used was damaged or defective.