My computer speakers are working, but my headset speakers aren't.?

[Josie Bish. :0]

Well, I have my headset plugged into the onboard sound card, and I can speak into the mic, but I cannot hear them through the speaker on my headset, I can only hear them through my computer speakers. I would like to be able to hear them through my headset only, but i'm not sure if that can be done. I just want to be able to hear from my headset whenever it is plugged in.