Oh. Direct and Preamp is only for the RCA outputs at the back. I don't think double amping is the best as it may add extra distortion and a lot more signal path. What you want is a RCA to 3.5mm cable to connect your iDSD's DAC section to the ALO mk3. Direct has a line-level output of 2Vrms which is the standard for most DACs. When it is on Direct, it's basically DAC chips to RCA output. When it is on preamp mode, it's DAC chips to volume potentiometer to RCA output. It's a preamp obviously because you can control the DAC output from the iDSD. Preamp on Eco would have a Max output of 2Vrms (volume pot at the max). Normal and Turbo (just keep it at normal) on Preamp has a max output of 5.5Vrms (someone correct me if I'm wrong). Since the volume potentiometer is active, Xbass and 3D can be turned on. These two have no effect on Direct. Since you're going to be using an external headphone amp, I suggest either Direct mode RCA output to your amp's 3.5mm input OR if you want to use XBass or 3D, Preamp on Eco turned to the maximum point so still 2Vrms with the desired Xbass or 3D.