How to hear myself in headset

[jcbak]

I just recently purchased a Hyper X Cloud headset. It sounds great and the microphone does the job. My only issue is that I can't hear myself when I speak. With my cheap, old Logitech (which was recognized by Windows 7 as speakers) I could go to speakers properties, listen tab and UNMUTE the microphone slider which would allow me to monitor what I said. There is an option to LISTEN TO THIS DEVICE but that causes a delay which would elevate my already tenuous mental condition. The microphone slider that can be unmuted in speakers properties with the Logitech doesn't exist when the Hyper X is plugged in.

 

Any suggestions are appreciated.