I am not exactly sure what you want to record, but you might right click the speaker icon and select Recording devices.
Check the window and see if a Stereo Mix or something like that is listed. If not, right click and check Show Disabled Devices and Show Disconnected Devices to see if it shows up.
If you find it, perhaps you will be able to record from it. That device is basically a record what you hear type operation.
Also, if you check the communications tab, there might be a setting there you could use if your headset is considered a communications device.