Make sure both Audacity and Windows are [u]configured for stereo[/u]. This doesn’t usually mess-up the speed, but theoretically it could because there is twice as much data in stereo.
You might try 48kHz or 44.1kHz. The speed is related to sample rate and if you play back at a lower sample rate than you record at, it will be slow. Normally the drivers communicate the sample rate between the hardware and software and the drivers also normally make any necessary conversions so you can normally set Audacity to whatever sample rate you want.
This is all normally “foolproof”, especially with USB, but sometimes there is a driver issue sometimes a different sample rate fixes it…