No system specs entered. But in many cases with a USB connected device, it sets itself up as the default device and if you are trying to record your voice with music either that is on the PC or streaming audio you won't get the music. Try setting your default recording device to the "System Mixer" or if you have a SoundBlaster sound card they call this "What you hear" and then try it with your recording program set to record from the System Mixer.
Otherwise more information is needed for someone to try and help you.