Right as it's analogue it makes it easier to troubleshoot (less chance of busted USB etc)
Ok seeing as it's a headset is has two 4.5mm Jacks right (one for line in, the other for audio) Does either of them work?
Do you have external speakers as well? If so try plugging the headset audio line, into where the external speakers used to connect. Any Sound?
If you get sound or any type of connectivity then hopefully this rules out dodgy hardware (busted sockets/ cables etc)
I know this sounds stupid, but it's worth checking.
Firstly go to windows Volume, check the mic mute button isn't ticked, and turn up the volume. Any change?
Secondly go to control panel > Sounds and Audio devices > then to the "Audio" tab, check that the scroll menu's match the device you're trying to use. Ditto with the "voice" tab.
I find it odd that it's not working, as the connection type is very simple. Remember you can check that the audio part of the headphones works by plugging it into a MP3 or CD player.
Hope this helps