The general consensus is that changing the cable does significantly effect the sound. I also warn you that the HD-600's are quite a pain to make cables for, you have to sacerfice your stock cable to make one. Then, just replace the wire, canare star grounded wires are all the rage lately at head-fi, solder the senn connectors at one end, and a nice plug at the other.
I really doubt cables are the number one priority in your system, you didn't mention having any sort of amp, which undoubtly will effect the sound more than any cable upgrades. Something like a CMOY (A basic DIY amp, many head-fi'ers construct these things in their spare time) would probably improve the sound more overall.
Any reason why you're using HD-600's on a PCDP? They're extremely open, and would be bothersome to anyone in your general area when you're listening to music, and you would really have to crank it up to drown out the ambience. Have you consitered the ety4 p's at all? They make an exelent match with a PCDP.