The E6 or other amplifiers should come with a cable. you know that end of your headphone plug? The thing you plug into ur Cowon?It's that exccept the other end of the cable has the same head
http://www.monoprice.com/products/product.asp?c_id=102&cp_id=10218&cs_id=1021802&p_id=644&seq=1&format=1#largeimage
it looks like this. It should come with one;whatever amp u are buying. The Cowon already has an Amp in it. so when you use that cable you will dual amp..or use both the cowon's and your external amplifer. This could be good and could be bad. for the cowon. it's not really bad since the ciruitry in it and amp is already good.
Most have an ipod so don't have Dual amping happen. This is due to something called a Line Out Dock. It plugs into ur ipod and bypasses botht he headphone jack and ipod's interna amplifer ciruitry giving you a direct digital signal straight from the DAC. of which they can then use an amp with for a great pure signal. however....some head fi'ers dual amp on purpose to get more power. use the first as a sort of pre amp. change the sound and all those other little bits :) 
Now How do you use it? You take the cable in the first picture. plug one end in ur cowon. and plug the other end, in the "input"(should be labeled) end of your amplifer. and then u plug ur headphones into the output(or remaining) end of the amplifier.
I'm a headphone guy so i can't tell u tht u will hear a difference. but i hear of a lot of peple using the GR07 with amps and hearing differences so you should be too :/ then again. i don't know. if you are still new at this, then u might not. and also there is the factor of the fact that the Cowon's amp is not shabby at all and using in conjunction iwth an E6 or cowon might just change the tonality of it a bit. somethig that may or may not be worth the money to you. Again, since the Cowon is pretty good at amping sraight out of the box(from what i have heard)
Any other questions?
Edited by bowei006 - 1/15/12 at 2:25pm