H2100 doesn't work at all

I am not sure why I get no sound from this headset when I play games or even when I try to play some audio files . I did realize that I should install the software from the Corsair website. I downloaded it and I installed by first removing the wireless dongle. I see the device drivers from corsair in device manager for the headset. I see the Corsair software header in the programs listings but when I click on the header no program comes up. I am sure I forgot to do something very basic. But since Corsair provided no instructions with the device, I am at a total loss as to where the problem lies. I wonder if I have to make the headphone the default device under sound, I tried that and it made no difference.