Thank you guys all for your inputs, I appreciate it.
Now about my situation. When away from my home rig, I use my PowerBook (with files ripped from CDs on the hard drive in lossless AIFF format) and Senn. PXC-250 (excellent for air-traveling and not so bad just for listening to music). The sound coming directly from hp jack though satisfactory in most cases is thin and sketchy. To add some flesh to it and being certainly incited by this forum I bough a mini amp. I chose Shellbrook Audio lab Maxi Moy (or as it is called now Maxi Head) Signature because of the price, its dual Burr Brown OPA-627 (or you can choose 637) and because of its looks. It is a gem to behold and a pleasure to use (need to post the pictures). The price ($225.00) besides shipping, included an interconnect, made out of Neglex 2534 microphone cable, Mogami, Japan (thick like a pencil). I know that interconnects should be taken (and paid) seriously, but in this case I did not want to invest more.
You were right, I did not burned it in for long enough, listen to just out of the box and the second time after 50 hours of burning in. I know that for any serious conclusions it should be burned for at list 5 days, but I did not hear any difference after 50 hours of burning-in and would not expect the sound to be transformed later dramatically. The sound from the amp though thick and fleshy (and I liked it) was also so muffled that it lost any excitement and after several trials I preferred to listen connecting the headphones directly to hp jack.
Beside Senn. PXC 250 I also tried AKG K701 (just came) with the same effect, eventually preferring thin but transparent sound out of the hp jack to thick and fleshy but muffled from the amp connected to the hp jack.
No, I do not have anything with a line out at hand to check out how the amp sounds from a right source, and I think it is a shame since even now the sound is very promising (rich and lush) and if transparency is restored it would be a treat. As to coloration, from what I can tell this amp does not color the sound too much, to my ears it is more neutral than the one I have in my home rig (Emotion+ from Blueberry Audio).
I think you guys are right, a PMCIA or USB DAC (or at least iMic) should help the situation, and I would consider it seriously but in the current situation (expecting to be back soon to my home rig) I do not want to spend anything extra and will probably send the amp back for a refund.