That is one mighty fine headset your getting there. I would recommend that you dish out the cash for a decent sound card. You'd be surprised how much difference a decent sound card makes, trust me on that.
The Creative Labs Sound Blaster Audigy 4 is a great card, its around $80 depending on where you get it. It might be a bit pricey, at least towards my standards cause I'm cheap, but trust me it makes a world of difference.
I was able to hear things in video games, movies, and music, that I didn't even hear before without the soundcard. The sound is crystal clear (depending on how you adjust the audio levels), and you can even modify it to mimic a theater setting etc.
Imagine playing a game like BattleField 2 with the sound cranked up in a theater setting. It's like you're playing in a movie theater.
Wait now...
What motherboard are you using? If it's a newer one, you might not tell a difference between the sound quality. At least I can't on my PC. While a sound card will provide quality sound, a lot of newer motherboard have good enough sound chips on them. Wait before you spend the money.
He's talking about the motherboard in your computer, not the processor. The onboard sound on newer enthusiast motherboards is quite far ahead of what it used to be, in some cases even making a separate sound card an esoteric add-on instead of a necessity. If you're using a store-bought computer, expect the onboard sound to be of middling quality.