I just thought I would let you know that my Airhead 4.5 was not worth the money. It cuts off to much my highs. Granted, I am using a cheap source with out a line out, but I perfer listening to my music plugging my grados right into the source.
I'm sorry to tell you this, but the (ordinary) Airhead is the cheapest and grainiest sounding add-on headphone amp that Headroom offers (I own the Total Airhead 4.5V - better than the plain Airhead). Also, which portable audio device are you using? (You don't have any equipment listed in your profile at all.)
Oh, I see - you don't have a line out at all on your portable audio player. No add-on headphone amp will work properly from that headphone-out jack; the headphone-outs aren't designed for such extremely high impedance loads (remember, the typical add-on headphone amp will put a 10,000-ohm load on the built-in headphone jack op-amp, which doesn't drain much current - and the built-in headphone jack actually requires a severely-current-hungry 16 to 32 ohms in order for the jack to function properly).
BTW, I don't like the headphone-out of any recent portable audio player at all - they either sound dull and lifeless (both bass and highs are noticeably cut off), or they begin to clip and distort at too low of a level.
before you decide to return it, i'd find an rca-to-mini cable and try plugging your airhead up to a standalone cd player. i think listening to the airhead through a line-level out will definitely help change your mind about it..