Sound doesn't work on headset.

[Nietzsche]

Well I guess title explained it all, when I run the game on my speakers it works perfectly but when I put my headset on and run it, I hear nothing, not a single sound effect (game works fine).
To know:
I have a Razer Kraken with the latest drivers from Razer & Realtek, they are always inputted into the PC via usb (I don't unplug them, just change to speakers using windows sound)
My sound card is a SoundBlast
Never got an issue like that.
Thank you.