Help with Game capture !

I recently ordered a Roxio HD game capture and MadCatz Ampx headset . The headset plugs into tv for game sound and chat , but if i dont plug it into the tv ill just hear the chat. Roxio goes into HDMI . How could I do both ?
I have 2 hdmi slot things ,
and 1 component line that goes
G
B
R
W
R
What can I do to get all sounds and hook up roxio.
Im fine with just chat...

Help with Game capture !