From looking at the help file for Entertainment mode,
Configuring microphone effects
Adjusts the effects that are used with your microphone.
- The Silencer feature will only work effectively when using the appropriate Creative-proprietary dual-mic headset. Do not use this with other types of microphones.
The Silencer On
and Silencer Off
buttons enable you to compare how the Silencer feature will affect your voice. To use the Silencer feature with your microphone
To use voice effects with your microphone
- Select the Enable Silencer check box.
To use EAX effects with your microphone
- Select the Enable VoiceFX check box.
- Click the drop-down arrow in the voice effects list to select one of the available effects.
To hear how your voice will sound with or without effects
- Select the Enable Mic Effects check box.
- Click the drop-down arrow in the EAX effects list to select one of the available effects.
- Drag the Mic Effects slider to vary the intensity of the effect.
- Ensure that your microphone is not muted.
- Change the Silencer , VoiceFX and Mic Effects settings, then speak into your microphone to hear yourself with the different effects.
I would hazard a guess that you're not using the aforementioned "proprietary" Creative headset, in order for those settings to appear.