New Sound Card and Headphones. Question?

[BIGGByran]

I plan on getting this sound card and a new headphone. However I want to get a 5.1 headphones so I can hear exactly where the footsteps or gun shots are coming from. But I noticed that 5.1 headphones use USB, doesn't connect directly to the sound card, while Analog use 3.5mm which directly connects to the sound card.

According to alot of people who post performance improvements, they say that reducing the sound quality will help increase CPU performance and this sound card is suppose to reduce the CPU processing of sound. So I guess my questions are:

1) Does the soundcard still process and outputs the sound to your 3.5 (direct connect to the sound card) or USB headset?

2) Does this sound card actually help reduce the load on the CPU by processing the sound on the sound card itself?

3) Will I get 5.1 on an analog (3.5mm) headset?