Normally, when filming, you should have a script. If you're doing this without scripting, there 'is' a way you can manage it without having to be able to hear your own voice in world. Mind you, I have never tried this my self, but it sounds like it would work. Basically, you run a program in the background to record your own voice, while still recording the voices of the others, and just communicate as you would normally. Then when the process is over, you mix the audio together, inserting your voice where it belongs.
I'm sure with the right program, it would be possible to just record the audio track separately including your own voice via it picking up the output of your microphone and the input of your speakers. If you had such a program, you would only need to blend together the separate audio-track and the video track.
If both of these things are beyond your capabilities, two options are.
--Pre-record all dialogue.
--Remember what exactly it was you said, then record that, and edit it into it the video.