Headset audio card vs dedicated usb card

Hello. My lenovo notebook had a mobo malfunction and I couldn't get audio signal from my 3.5mm jack. So I purchased a steelseries siberia v2 USB headset (which had it's own audio card) and I was happy. Until some days ago, when my headset failed me and I had to replace it. But this time I went a different route: I got an Asus Xonar U3 USB audio card and some normal 3.5 mm jack headphones. But I can't get an audio signal from it. It says "no speakers or headphones are plugged in."
Why is it that everything is fine with the steelseries headset and not the usb card+normal headphones?
Is the internal circuitry different between these audio cards?
Must I get the same steelseries siberia v2 usb headset or will any other usb headset work? Thanks for your help.