Are we talking about a PC mic or console mic or what? If you're talking about your PC, then there should be a settings for your audio input. If you're talking about the 3DS, couldn't tell ya.
Ah, alright. Well, if your headphones are acting as your speakers - your audio output, that is - it's quite possible that whatever recording program you're using is recording from both sources. If you aren't sure, try to determine the quality of sound recorded from the headphones. If it sounds fuzzy and distant, it's probably because of you're volume. Otherwise - and more likely so - you've a setting somewhere causing you to record from both sources. Really depends on what you're using to record.