Not hearing my voice while using microphone

Hi all!

I have searched all over the internet, but I have a hard time finding a good and a working answer to my question. So here I am, hoping that anyone might be able to help me.

I have a microphone connected to my computer, it is set as default, the volume (according to the control panel) is not too low and I can use it for speech recognition.
So you would say my microphone works properly!

It really does work, but not as I want it to work.
I want to be able to hear my own voice trough my headphones while I'm speaking.
When searching on Google, I find a lot of people with the same problem, but not any posts on internet (that I read) had a working answer.

My question is:
How to hear your own voice with a microphone in Vista (home premium 32 bit SP2)?
I really do not want to use special programs to get things working...

Thanks for your help!

I'm not sure you can, speak n hear at the same time.

I'd find it weird... Maybe if you give us why/what youre doing, we can help in a roundabout way.