I experienced similar problems. I called microsoft and they told me to hold down the microphone mute button on the remote for up to 10 seconds to "sync the headphones to the software". If not contact Microsoft Support, it takes a while but in the end it is always fixed.
P.S. You installed the software that came with the headsets right?
I recently purchased this headset, hoping I could use it to chat to friends and use it to listen to music, but this is not the case. I cannot listen to my music through the headphones and I don't know why. I tried to fiddle with the audio settings, and even unplugged my speakers to see if that was the problem. Even though the headphones are plugged in, the sound still comes out of the speakers. I've used every media player on my computer (Windows Media Player, Winamp, iTunes and AvRack) and none of them worked. Can someone please help me with this, it would be much appreciated. Thanks in advance.