I have a zen micro and decided to buy a cheap CMOY a while back. There's almost no audible difference, that is once the placebo effect wears off. I like the idea of having new gadgets though, so I can't really say I regret getting it. One mistake I made though was buying one without a volume knob, thinking that I would only ever use it with my micro (no line out).
Maybe operating the amp at low volume will help, but I find that the noise floor isn't low enough to use with IEMs. Unless you use a volume attenuator (which degrades the signal), you're probably goign to hear static with a cheap CMOY and your shures.
So if you simply want to buy one for the sake of buying one, I say go for it (or even better go for a professionally made one like a Go-vibe or PA2V2). But quality increase using a zen micro and e2c's? Not that much.
Edit: and about the cable, you could probably find one online for a few bucks+shipping, or find one at a local electronics store (a small one, the big chains don't tend to carry interconnects, at least where I live).
And don't think your age/lack of experience prevents you from making your own. You'll learn as you go, should be fun.