Razer Blackshark2 Pro sound problem

Hello, This is my first time ever post on here. I just bought the headset and received it yesterday on december 11th, and when I play a game I can't barely ear my footsteps, not to see I can't ear them at all. I tested my forty dollars logitech headset and sorry to say but the sound is much more brilliant and I can ear my footsteps on any games, which is very important if I play FPS games. It could be a set-up problem, THX is on but the sound is I would say not the best at all. I am pleased with my keyboard but as for now not much with the headset. I imagine the problem is me not knowing how to set it up. So I'm hoping that someone here will be able to help me. Thank you P.S - Sorry for my bad english, I'm french