Do you have a TV tuner card in your computer? They showed up predominantly in the list when I Googled '713x BDA Analog Audio Capture' (only looked at the first page of results). The capture option may be part of the Realtek sound chip, though (another person posted their dxdiag info in a WoW forum for a framerate problem, which included the same audio capture entry, but no mention of additional cards besides the video card and Realtek sound device).
What type of headphones do you have? Specifically, are they USB or do they plug into the microphone / headset jacks?
If you run dxdiag (click Start | Run, type in dxdiag and hit Enter), then switch to the sound tab there are some tests you can try.
I assume you already went through the Control Panel sound options, double clicked on volume control task bar icon, etc and checked options and settings to see if they appeared normal?