Give it time to burn in. Headphone, speakers, amps, preamps, and some say wires all need time to burn in. I usually don't worry about burn in. It will happen with use, but there might be something said for accelerating the process. I should burn in my latest headphone buy (Yuin PK1). It sounds like these ear buds have potential, but they need some time playing to realize this potential. Enjoy the Zen Head.
Enjoy your Zen Head too.