Nono, not the program, but the port in my motherboard shows the mic symbol. 
I tried the sound recorder, no succes. I don't have another mich to test. 
I'm using a pretty crappy headset, but I've never really used it. It's brand new, it should work... 
 
When I try to test my hardware, I get an error, it says: 'Error occured during installation of DirectPlay Voice. Errorcode: 0x8000x4005' 
 
Edit: I started downloading the latest service pack and I'm looking into that DirectPlay Voice.