Whatever else you do, get a headset with surround sound. It's amazing, and adds to your survivability by helping you locate direction of fire. But mostly just adds assloads of ambience to the great arma environment. I went with wired so I don't have to mess with charging it, and the cable is braided and pliable so I don't even mind. edit: also, a nice new headset will have a good mic. Don't skimp on the comms.
I use this a pair of Logitech G430s: https://smile.amazon.com/LOGITECH-G430-DTS-Headphone-981-000536/dp/B00CQ35C1Q/ref=sr_1_1?s=videogames&ie=UTF8&qid=1497833223&sr=1-1&keywords=g430
Comes with the adapter you're trying to buy, and you can plug in other headphones as well. I also sometimes port the sound through my monitor's speakers.
Ok after some advice I have picked a few. If any of you prefer one over the other for footsteps/telling if someone is above/below/left/right of me(afps games in general).