How do i hear playback on AVID M-Audio Pro Tools SE?

I bought an AVID M-Audio Mic with Pro Tools SE, and i am running on Windows Vista. When i set it up on my computer i can only hear playback of the songs/recordings by plugging headphones directly into the mic. How do i set it up to where i can also hear playback through my computer or by headphone jack in my computer? When i try to hear playback now directly through the computer it is silent.