The sound from my headphones connected to my pc is really very low and if I am using VLC player than the sound limit above 100 starts to scribble

I got a new Sennhieser HD 429 headphones to use with my pc to specially watch movies late night without any disturbance to my parents next room. But the problem is that the headphones is not sounding as loud as I wanted. It's giving me good & loud sound when I connect it to my iPhone ... But...

I just ordered my Sennheiser HD429 headphones to watch movies on my pc. I just wanted to know that will a external amp make any difference to the sound ? Currently will be using the headphone with the onboard asus sound card. Is it worth to buy a amp for HD429 ? My main purpose is to watch...