I´ve got a Huge (Stereo, Sorround) Sound Problem

Hello fellas!
For example on Call of Duty:
With my left Headphone I hear people shoting e.g. left from me or sneaking up on me just fine.
But when somebody comes from the right and I have to hear him with my right one, I hardly hear anything. The weird thing is things like my own gun gun I hear perfectly with both, but when it comes to "Stereo", pretty much when the sound comes from the right --> Nothing...Why?

Do I maybe don´t have my phones put right in? I´m pretty sure I have, although I am not 100% sure that is...Or maybe I have to fix some settings?? Well where could I find those if they exist!?
PS: I got Windows 7 and my headphones sound quality is very good and the sorround etc. was awesome, too!