I have that head set, and an Asus Xonar DX. Movies with the right encoding really do sound amazing, you should also try some dolby test files or thx ones, or there's the subwoofer tests they really do sound amazing - the rumble!
Anyway, there is some setup involved, and assuming you can do the same things with your creative card as you can with the Xonar, here's what I did - on the headset itself I have all sliders at max, or just below, but I always keep the sub slider max'd, I also generally keep it on the movie setting but I can't say I've ever noticed any difference.
I didn't need to change anything windows config wise though this might be sound card specific, as I've configured the sound card settings directly. Mostly (except gaming where I specify an input of 8 channels) I have it set to 6 channel input. Sample rate PCM 192kbps, and analogue out of 5.1 speakers. I've not done any fancy effects like virtual 7.1 or anything as I don't really notice it. If you have a mixer, then everything is set to the same, around 80% full. Any environmental effects are turned off.
With this sound card and I would assume with yours too, I have something called "FlexBass", whereby I have it turned on, and all speakers are set to "small". I have the crossover frequency set to 120hz. These settings allow any bass output to go directly to the sub part of the headphones instead of through the speakers. Honestly this setting works incredibly - in games if I fire a shotgun or a grenade the vibration is incredible, but even better with explosions in films, or using very bassy tracks like the subwoofer mp3 tests.
For games I also have GX mode set to on, which is like EAX I think.
Lastly, although you are using 5.1 encoded mkv's - double check they are that, and in something like DTS or AC3, or AAC. Also a lot depends on how your codecs are setup, as most by default will remove any 5.1 encoding and output to stereo. What you want to ensure is that the ouput is the same as the input, I also use audio normalisation. Also make sure any pass through is turned off.
Finally it is worth checking that the audio plugs are in the correct outputs on your sound card - I know it sounds stupid, but, I have done it before, so use your sound card software to test each output separately to ensure it sounds correct.
These headsets are incredible, the surround sound is really good, maybe not quite as good as proper 5.1, but I find very close (as I do have both to compare), where these headsets excel though is the bass, the vibration in and around your ears is incredible, and way better than most other "real" systems I've used. Where they fall down slightly, is probably higher end listening, for high bitrate mp3s I also have a set of Creative Gigaworks T40s, which I have plugged into the same sound card (I use a stereo splitter for the front speakers). I just adjust my sound card settings accordingly, and you do get a far richer and deeper musical sound.
I'm still getting a bit too much sound overall. In that I mean its difficult to hear each speaker in the headset when for example a chopper flys by. This can be resolved a bit by lowering the center and front sliders on the Kave controller, but then when there's action right in front of you its not very loud.
