Alternatively you could exercise great cunning and reset the region to the USA or Japan: the players are pretty trusting that way and it has worked on every player I've had. Although I don't know if I would have bothered if I was driving standard iems instead of HD25 headphones: the limit is pretty sensible in terms of volume.
And a Sansa Clip+ is probably as good sonically as virtually anything - and a lot better than some Sony's driving typical IEMs because of a distorted frequency response:
..where flatter is better. Anyway, if you want great sound quality the place to put your money is in the IEMs or headphones rather than the player - those SE530's would be one reasonable bet, or HD25s if you want actual headphones that can live crammed into a messenger bag and provide decent isolation on the Tube.