Hi, I have had little to do with Creative products but if the A 2nx follows the pattern of most usb sound devices check this out:
Plug headphones into the device, plug in a mic, do you get mic thru' phones, this is called "direct monitoring". If you cannot get this and the book says you should ( and and decent sound interface WILL do it) you are on a hiding to nothing 'cos the box is t**s up. In 2years of pc sound I have yet to really grasp the tortuous route that certain systems use ( I don't think Bill G likes muscians). USB devices can be a pain. BUT; always,always keep checking, controlpanel;Sounds and Audio Devices, make a carefull not of what is turned on or off, slider posistions, go into "advanced" it won't smoke! These boxes can get messed up for no apparent reason I have found.
Best of luck
Dave