Give them some time, probably 100 hrs or so (not a scientifically proven number ). Personally I found them warm out of the box, then again I was a Grado lover at one time also (still enjoy them).
Besides the whole burn in thing, give your ears some time to adjust the new sound.
Enjoy them, congrats !
Edited by Mortalcoil - 11/6/12 at 11:51pm