Is this a new headset? Did it work before on your Mac and now it doesn't? Has it ever worked on a Mac?
Possible solutions:
1. Try the headset on some non-Mac computer to see if it works at all.
2. See if the manufacturer has downloadable Mac drivers for your specific headset model. You didn't say what headset model, so no one else can do the search for you.
2. If it the headset works on other computers, and there are no Mac drivers, and you need a headset for the Mac, then get a different headset not made by the same manufacturer.
Personally, I would look for headsets that specifically say they work with OS X. Because sometimes they don't work, even when you think they will.