Windows will often set the recording volume for new USB microphones very low. You just need to go into your Windows control panel audio settings to turn up the recording volume. For Windows Vista, Windows 7 and Windows 8, right-click on the small volume control in your Windows task bar and and select "Recording Devices." (Find this in desktop mode in Windows 8). Or, go into the Windows control panel and select the Sound applet.
Open up the properties for the microphone and select the Levels tab. Turn up the microphone level as needed.
For Windows XP, right click on the small volume control in your Windows task bar and select "Audio Properties," or go into the Windows Control Panel and open up "Sounds and Audio Devices." Choose the Audio tab, then turn up the volume for the microphone.