Is this a new case - have you plugged the headers into the motherboard? Also, have you tried plugging the headset into the rear - directly into the motherboard connectors?
just as important, did you connect the audio connector correctly, ie do you know what the case front audio connects with, ac'97 or hd audio? you need to check the case and motherboard manuals
the case is relatively new (about 2 weeks - HAF X) but not tried the headset until now. Just plugged into rear and that works
just had a look at manual for both the haf x and your mb, both can use either hd audio or ac'97 but you have to set the bios to the option you have chosen default is hd
I had a similar problem and realised I forgot to plug the header into my soundcard from the front panel.