I got this headset (see attached).

Is there an easy way to "try it out" to see how it sounds - and if the other party can hear me ok?

Maybe a website for this sort of thing?

I also wonder...can I plug it into my desktop but still use my desktop speakers when I choose?

Sorry to sound so lame... but I am

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Scleros

The best way would be to fully install it connecting it to both speaker/line out and microphone jacks on either the computer's sound card or front panel jacks, but just to hear it, it could be plugged into the headphone jack of a CD drive, if present, and an audio CD inserted. The Windows Sound Recorder accessory (Start > All Programs > Accessories > Entertainment) can be used to make a test recording to verify microphone gain and volume settings.

If the computer has front panel jacks typically the headset can be plugged and unplugged from them and any speakers attached to the sound card jack on the rear of the computer will be enabled or disabled. Otherwise, an A-B speaker switch would be needed for connecting both the speakers and headset to the rear sound card jacks at the same time. Another option that may be possible is connecting the headset to the speakers if the speakers have a headphone jack. In all scenarios, the pink microphone connection would need to run to either a front panel or sound card microphone jack.

KeepItSimpleStupid

Skype also has the ability to make a test call. You call and your message gets played back.