Mic settings on the 60D with external mic
 

Is there a setting in the camera somewhere that I have to adjust in order to use an external mic? I have a entry level mic plugged into the mic port and the mic is turned on but I don't seem to hear much of a difference in the sound quality. So I'm not sure if the audio is actually being picked up via the external mic.

I have an Azden smx-10. I know that it's a cheaper mic but I figured there would be a much more noticeable difference with it turned on.

Thanks in advance.