Hi dark,
I'm pretty new around here too. There's a lot to learn. I'm surely not an expert, still learning a lot.
I started this whole journey when I needed to replace a set of headphones I'd been using for years, a relatively cheap Sony MDR NC-40. It had its own built in equalizer/noise canceling unit, and I plugged it directly into my ipod. It was light and portable. That worked for me for over 5 years, until I broke it.
I got curious about Head-fi after reading an Amazon review. When I started investigating all this stuff, I kept seeing references to something called a DAC (digital to analog converter). I'm not sure why, but it didn't sink in for me right away, why I might need one of them. I wasn't sure I needed an amp either.
The first set of replacement cans I bought was the Audio Technica ATH M40, the model that's a notch under the one you have (and I think a lot less nice sounding, from what I can tell). It did not sound very impressive at all, plugged into my ipod nano. It was ok, but honestly, I missed the old Sony's when I heard how poorly it sounded. So I needed another solution.
So I tried a Fiio e6 amp. It was cheap, it had a little EQ, but it was not powerful. It did very little to improve the sound on my M40's. I ended up giving it to my daughter, apparently it worked better on earbuds.
I can't plug into my computer at work, so I needed a stand alone solution. The next thing I tried was a better amp. I bought a Bravo Audio V2 after spending 2 weeks reading up on amps. That did the trick. Oh my, I was so excited. It made the ipod sound wonderful, and those headphones really lit up for me. I use the Rock EQ setting on the ipod to make up for the bright midrange on my M40's.
I learned a lot by posting here and asking questions. What I eventually learned was, every digital device we use to play music has one of these digital to analog converters in it. Some of them are not very good. Ipods, laptops, smart phones, most anything that plays music these days uses a DAC. You might have a laptop with a lousy DAC. Or, maybe there is a sound effect setting affecting the music (there's a lot of that buried in the sound properties settings).
Anyway, for my second headphone setup, I wanted a DAC with a better amp (the Bravo V2 is not bad for the price, but I don't want to bring it home every day either). I also wanted some better cans. Long story short, I settled on a Schiit Magni amp, a Schiit Modi DAC, and a Beyerdyamics DT770 headset. I almost cried the first time I listened to that setup. The sound quality is amazing to me. I know I'm a newbie here, and that setup isn't the top gear out there, but it's a world apart from anything else I have. I use a laptop with iTunes and Foobar as the music players. The Modi DAC bypasses the DAC in my laptop, so I don't need to be concerned about the quality of whatever is built into the laptop.
So, I hope that helps explain why your iphone sounded better than your laptop. Thinkpads are kind of dated if my memory serves me correctly ... I think those are all made by Lenovo now. So you might just have a really old laptop with a questionable DAC. If you want to use the laptop as the music source, I would suggest considering a DAC and an external amp. That will do wonders for the sound quality, at least it did for me.