My good ones are Grados but they are pricey. Sennheiser in general is good. Ask around the Audio forum there's lots of good feedback there.
I need to be off to work now so good luck!
I have the wired Hyper X Fury and love them but I had to get an external sound card otherwise they sound thin. The external I use is a cheap Vantec but it seems to work ok though there are much better out there. Good gaming set but not for audiophiles.
The GPU issues you should post in the graphics forum. I don't have the knowledge to really help you there. I can tell you though, I googled around and a lot of people have had issues with that particular headset.
Try taking out the cables then follow the manual instructions and plug everything in in the exact order shown. Also ck device manager to make sure sound drivers and usb are ok.
Control Panel/Sound then look down the list likely says something like Digital Audio just click on it and it will be chosen. Should show the lt blue bars on the right.