Recently bought an Audioquest Dragonfly Red to go with my Sennheiser IE800. It's not that expensive and the sound quality upgrade is very noticeable - as well as the much higher output that can probably destroy low impedance cans. However, I think it would be overkill for your headset... and, in general, headsets don't deliver the best audio experience. If you can do without surround and other such bulls... erm, "improvements" I'd recommend getting better cans first and then think of changing your soruce.
Generally speaking, though, an USB DAC would be an easy solution that would also work with your smartphone etc...
http://www.audioquest.com/dragonfly-series/ - the Black is much cheaper and should be easily enough for you, too.