On the end of the cord, where you plug it into the phone, how many of those contrasting black or white rings do you see around the tip? Is it two or three?
If it's the former, that's probably the reason the mic and volume control don't work. Similarly, this should be true for any adapter you might be using between your headset and the phone. Even if your headset does have the three rings, the controls won't work if the adapter's own plug only has two.