What type of headset do you use? USB? Headset jack?

Most games have an option within the game which lets you chose which audio device you want to use.

I use a USB, and even if I leave it plugged in and switch the audio it wont switch. Here's what I'm doing:

- Plug in headset
- Right-click sound in the system tray and choose Playback devices
- Under Playback, the default tab, choose my headset and click the Set Default option
- When I'm done I go back into the settings and choose my Speakers and set it back to default

Are you doing it another way?