The main reason you want an open headphone is because they have a huge soundstage, meaning you can hear each individual instrument exactly where it is is space. This is what you want for gaming, because you can hear things like gunshots and know exactly what direction they are in. With closed headphones, the sounds sort of blend together and it's harder to tell where they are coming from. Unfortunately, there aren't a whole lot of high-end closed options. This is what I would recommend with the new information you gave me:
Shure SRH-940
Musiland 02 (DAC)
Fiio E9 (amp)
This is almost exactly $500. If it's too much you could replace the Musiland 02 with a Fiio E7 DAC and knock off $25, but it wouldn't sound as good. And depending on how good your current sound card is, you may or may not even hear a difference with a DAC; I'd get the headphones and amp first, and try out a good source at an audio shop to see if there's a difference from your computer.
An amp is completely different from a sound card; the amp just adds power to the headphones, the sound card provides the music, and the better ones add more detail and clarity. Overall DACs are a better value than sound cards. Think of a DAC (digital analog converter) as an external sound card. You plug it into the computer, usually through USB, and plug the amp into that. With a DAC you will need an amp, as they can't control volume.
Edited by macrocheesium - 7/13/11 at 2:33pm
