I have a PS3 headset that has the ability to channel the game audio and chat through the internal speakers. However, in addition to the USB connection it also has left/right audio cable adapters that split the audio signal. I'd imagine you'd need something similar.
My headset is the Turtle Beach PX21.
I've always been disappointed with turtle beach. Especially the ones that only produce analog sound for 60.00 to 100.00. This is why I'm getting a pair of Astro A40's for 200.00 at tax time. Exceptional Digital surround sound and will work with my PS3, Xbox 360 and PC.
The only headset that I now of with a USB dongle is the pulse headset. If this is the headset you have, there is a slider that selects either video or game volume. Ut the slider in the middle and you'll gebroth chat and game volume.
Ive got the Astro a40s and they are amazing sounding, but the cords are annoying.