1) Sure you plugged it into the right socket on your soundcar?
2) Have you disabled the onboard sound (I find this is one of the easiest ways to get it working again)?
3) Have you set the preferred device in the sound setting of control panel (shouldn't matter if you have disabled all other sound card type devices)?
If none of these, then:
Open Volume Control (Start -> All Programs -> Accessories -> Entertainment), and click Options at the top.
Ensure that Advanced Options is ticked, and go to Properties.
Select your mixer device (your non-onboard sound car) which your mic is plugged into.
Select "Recording" in the "Adjust volume for" section.
Tick everything.
Click ok.
Put the volume of everything right up.
Do not close Volume Control.
Now to test things.
Open Sound Recorder (same place as Volume Control).
Start recording.
In the Volume Control window (May now be labeled Record Control), tick each input device in the list, one at a time, and speak into your mic for a second or so. Note: when you tick an input device, it will untick the one that is currently ticked (ie, only one input device works at a time).
If Sound Recorder makes some form of sound waves on it's display, you probably found your input device that the mic is plugged into. Stop recording and play it back to make sure.