Needs 1 other person to send you messages/talk over direct comm in a server:
1. Make sure you have unplugged and/or disabled all recording devices in windows, this includes stereo mix, like so http://i.imgur.com/Ur4WwXL.png
2. Join an MP server and get someone to confirm they have sent you a message or said something over direct communication channel, of course make sure you're within range of that player.
3. Observe no messages come through in direct communication channel, voice also will not be heard.
4. Enable stereo mix or a microphone in windows, restart game and repeat step 2, you should see/hear direct comms working.