Static noise using Headset

I just bought my first headset, a TurtleBeach X11 headset, that I was told works great with PCs and Macs (says it works for PCs, not just Xbox). It uses a USB cable, a Mic in and a audio out cable. The static problem stops when you unplug the USB, but then nothing works. I turned down the Mac volume and vice-versa, so it's not a volume difference thing, and I plugged it into my PC and I get no static, so I know its my Mac. Anyone have any suggestions?

Thanks!!!!!