Is it possible to monitor voice audio while playing?

I need something so that I'm able to monitor my voice during playthroughs. I'm using a Blue Snowball, so it has no 3.5mm. Recently with some of my videos, I've had a couple of videos just be completely unusable due to either my mic or some settings that got off somehow. I'm wondering if there's a program or setting within a program I've already got that will let me hear mic input.

I'm working with the Blue Snowball, an elgato HD60, and audacity.