Hearing your voice through the headset itself just means you're hearing the talk back ( hearing yourself is a feature to help you not to talk louder than you need to. ) The PS3 only does voice chat through USB or Bluetooth, not through RCA or other audio connections. Make sure your headset is selected as the voice chat device under System > Accessory Settings. You can also set where you want voice chat output to go ( TV speakers, headset, etc. )