I've got the Creative 3d Sigma, honestly the surround sucks, first of all Windows recognize those headphones as Stereo, not like the Logitech G35 for example that Windows see those as 5.1/7.1 audio system.
So the surround effect only works in game that support stereo 3d surround over headphones, for example it works with Batllefield 3, or dead space 2, just to name a few, the fact is that this surround works with ANY headphones, the thx effect just enhance the spatiality but i consider ti a "fake" effect, like the one you can find on some cheap home theatre systems dvd combos.
On all the other games that doesn't support 3d stereo over headphones it just does not work as intended and you will not get any surround effect at all.
Fortunately the audio quality is very good, so i've got a nice and conformtable stereo headphones for music listening, but now i have to purchase a 5.1 headset, wasted money basically. When you review 5.1 headset you can't omit something like this issue, that is CRUCIAL if you are searching for a 5.1 headset.