Bro place this one thing in your mind before getting a new headphone, in my opinion, you should invest in a sound card, something like the cheap xtreme music series by creative before getting a new headphone set. Next upgrade the headphones.
If you're more confused after reading what i just said, here is what i mean,
Step 1 : Get a cheap, but good, sound card now. (SB0670 or SB0460. Can be found as low as 1200.)
Step 2 : Get a decent pair of headphones. I recommend the Sony xd200 which some members here claim to have seen as low as 2200. (though the last time i checked with sony it was ~3100)