Problem With My Headset For The Xbox 360

I just purchased the xbox 360 and I then purchased the Turtle Beach headset because everyone said that they were the best for hearing the game and chatting on line, but here is my problem: I can hear the game playing in the headset but the volume is very low. I read and followed all directions and the book also said to hook the headset to a M P 3 player or a C D player and I did that and the headset worked perfect and had an awesome sound. Well, does anyone have some ideas on what I am doing wrong? The headset is playing my game, its just real low. Please help! Thank you