what do you mean by
?
The headset working, probably isn't getting any louder, the speakers are just closer to your ear in that case, and thus it seems louder.
As for msn, that issue is with the other side as well. Your volume being low, does not affect what others hear, I have noticed that the maximum volume for msn is not all that high in general.
Also to fix the problem, the cd which comes with your motherboard should have drivers or software related to your onboard sound, or i would encourage you to re-install your sound card. I doubt that the onboard sound could ever be better then your card