Windows xp/vista/7 Q about sound/Microphone

I need to set up a headset with mic so that when you talk into the mic you hear your own voice. I know this is possible with xp because it was an issue I had to deal with in the past (to get rid of it) but now I am trying to do it on purpose. anyone know how to do this?

in sound control panel have the microphone be a playback source.

that worked in 7, could not figure it out in Vista and didnt have an XP machine around to try it on.