Adding LEDs to a keyboard is a common mod, I do not see why it would not work. As JAMF mentioned, the keyboard itself uses very little power. I had a Deck Illiuminated keyboard (one LED per key) and it was powered by only one USB port (both the keyboard and all of the LEDs). Just make sure that you add a USB plug using only the power lines and not the data lines, I do not know if your keyboard would function if you accidently plugged in a data device (rather than just your headset).
I also use a USB headset for my Freetrack system but I purchased a cheap USB hub to plug both my headset and keyboard into. Unless it is the challenge you want (of modding your keyboard) a hub would be a simple and cheap solution.
Try searching Geekhack.com or Overclock.net for mods.
David