How to turn off where I can hear my own voice from my mic? On PC?

I have a AT-2020 microphone. I use it to record and talk to people like on H1Z1 and stuff. And I always hear my voice come through the speakers on my laptop. Why is that? Can I turn that off but still make it work? I always just have to mute my laptop and I can't while I'm playing. Or I obviously couldn't hear anything. How can I still use my mic (not disable it) but not hear every word I speak? I have a Lenovo laptop (windows 8) thanks