Hear microphone in headphones

Sometimes, like in an open space office skype talk, it is useful to hear your microphone in headphones - to not talk loudly.

To do this in Linux (Ubuntu tested):
* very easy:
-have Gnome ALSA Mixer installed
-open it
-un-check the Mute under Microphone.

Windows XP:
-double click on Sound icon
-un-set the Mute checkbox from Microphone
If Microphone doesn't appear, go to menu Options > Properties and set Microphone.