I have been looking over and over for the answer and keep getting information that has to do with buttons and options I don't have on my computer or steps that were just missing. Here is what I found.
Press Start.
Press Control Panel on the right side.
(If it took you to Control Panel > All Control Panel Items; Press on Control Panel in the address bar at the top)
Press Hardware and Sound
Press Sound
This should give you a dialog box labeled Sound with 4 tabs labeled Playback, Recording, Sound and Communications.
While under the Playback tab; Plug in and Unplug your headset while looking for the Speakers that are going from Not plugged in to Ready. Click on the Speakers once you figure out which one it is.
Press Set Default at the bottom
Press Apply
This should set your head set to default while they are plugged in and go back to your other speakers when they are not.