Connect the mic, go to System Preferences>Sound>Input, you should see the mic as an option - you may need to enable it. In Cubase, go to Devices>Device Setup>Built In Audio - you should see the mic in the available inputs
The biggest unexpected surprise came when I selected the Yeti Pro as a USB output device to try the 25 bit 192kHz audio interface with the Mac. Yikes, I thought the Mac Pro line out sounded good enough with my powered reference monitors, but when I used the output on the mic the sound difference was truly incredible. The detail in my Symphobia patches now blows me away. And, I can perform overdubs with the mic and listen through headphones with zero latency, in perfect sync with playback.
A bit off topic, but why oooh why isnt there a screen capture program on the planet that uses ASIO???..at least then the companies would have to produce drivers and not just an inherent usb uaudio device nonce.
Now make sure that the little tool, the screw wrench, has a red cross on it. This makes sure that you are in the advanced mode. On the left you will see a list of your devices and little plus signs next to them.
In the WDM Device list on the left of the ASIO4ALL control panel dialog activate your USB Mic and the respective inputs. Click on the little plus to the left of the device to make sure all inputs are activated. Next to your inputs the little ice blue on button should glow.
I will say though that the quality aspect here is not under scrutiny or attack, but in the way one would normally use your microphone. All screen capture software uses the windows inbuilt driver (probably to try and avoid resources being spent on constantly updating the drivers for the device, would cause small companies headaches.
c80f0f1006