You may want to go into the Audio Device Settings area of the PS3's Settings menu. In here go into the Input menu and make sure your headset is connected and showing as the default input device. To hear the chat back into the device have it selected as the output default as well.
You also may want to make sure you have the ports opened up that are needed for voice chat. The ones you need are UDP Ports: 6000 - 7000, 10070 and 50000. TCP port 80 is also listed but that should be open already.