Not sure if your onboard soundcard does any virtual surround, so I suggest something cheap ($40) like maybe an external soundcard like the
http://www.amazon.com/ASUS-Xonar-Sound-Cards-XONAR_U3/dp/B0054L8GVK/ref=sr_1_1?ie=UTF8&qid=1349706918&sr=8-1&keywords=xonar+u3
Xonar U3, which has Dolby headphone. If you aren't willing to buy something with virtual surround, most headphones in standard stereo will have very similar directionality from one another, since it all sounds so two dimensional to me. Most left and right directionality. From one ear to the other.
I personally recommend getting something like the Xonar U3 as the TOP priority. Hell, I'd take that and a KSC75 ($15) first, then save up for the Sennheiser if you can't afford the Xonar U3 and a headphone right now..
The Sennheiser 555 (if you can find them for cheap) would be my suggestion. Then do the foam removal mod which is very easy. That should be all you need. The 558 is going for $101 (Like New) off Dahmart, which is even better than the 555, and can have a foam removal mod too.
http://www.amazon.com/gp/offer-listing/B004FEEY9A/ref=dp_olp_all_mbc?ie=UTF8&condition=all
If not, the AD700, though I personally feel they aren't the least bit comfy, and hate the bass. The pads are soft, and the headphone won't even feel like they are on your head, but that's a problem for me. It has no feeling of being secure and slides all over the place. I hated the fit.
The 555/558 and AD700 do not need any amping, so you're good to go there.
Sadly, Battlefield 3 has good sound quality, but not very good directional cues, so I don't think even a $20000 pair of headphones will help you directional wise.