As USB headphones effectively act like another soundcard, have a look through iTunes' preferences screens to see if any give a selection for choosing a soundcard. If you see such a screen, you can try choosing your USB headphones from this. Generally most playback software chooses the default soundcard rather than a fixed one, however, I've had a similar issue before where X-lite (VoIP software) kept intermittently switching to using the PCs speakers & microphone instead of the attached USB phone and vice versa where the PC would play music out of the USB phone earpiece. :doh:
If iTunes does not have a soundcard selection in its preferences, try disabling your on-board soundcard in device manager and starting up iTunes. As it will no longer see your on-board soundcard, hopefully it will switch over to using your USB headphones. On the other hand, it would be a pain having to disable your soundcard each time you want to listen on headphones.