Somehow, your headphone audio is bleeding over into the recording channel that the speech engine is listening to.
You'll want to take a look at this thread:
https://forum.voiceattack.com/smf/index.php?topic=1635.0, and look at the section, 'I'm not saying anything but VoiceAttack keeps hearing things'. Make sure also that you have the proper playback and recording devices set in Windows. If none of what is in that thread helps or makes sense, you'll want to go into Options > General > System Info, click, 'Generate Settings Summary' and upload the generated file here to see if there's anything that can be observed.
The simplest thing to do up front is to try a different headset. Have you tried another headset?