I assume you mean that while your mike is plugged in, you can hear the sounds it picks up reproduced from your speakers.
I can't give you a perfect answer but will try to direct you towards a solution:
From the control panel select your sound equipment and make adjustments to the controls that will either mute or reduce the sensitivity of your mike.
My comment applies both to the mike and the speakers (headphone) since the audio control panel gives you control over both these items (and more).
Have you tried my suggestion? Let us know if it helped any and if this thread can be considered solved.
All the best.