Have you installed all the drivers and software that came with it?
If so, check to see what settings are enabled by double clicking the icon in the system. EAX adds reverb to your sound and the CMSS 3D can sound weird with some sounds. The crystalizer also modifies the sound but it almost always sounds better with it enabled.
If you haven't installed the software yet then install it. It will be on the supplied CD or alternatively download them from Creative's website.