Tough luck.
iPods/iPhones have low maximum output (Apple doesn't even dare to declare how few measly mWs these poor things produce) for several reasons. They want to make them thin and light, thus their batteries are underdimensioned, and as not to run out too soon they limit the loudness. People have sued Apple for hearing damages after playing too loud (incidents on noisy flights have occurred), and so to avoid huge punitive damages they have, again, limited the iPods' output power. And in Europe the French have forbidden every mp3-player that produces more than 100 dB, an initiative that is also followed by EU. These are reasons enough for Apple to "stay low".
And the ones who suffer are we, who care about high quality sound reproduction and appreciate music with good dynamics ("loud" listening is hardly the point). The solution? Get yourself a player with sufficient output power (Cowon, maybe Clip+) or a portable amp. If you want to learn more about this - iPods' low output, how to match headphones and players - search this web site's portable player forum.
Sorry about your situation, but that's how a multi national corporation like Apple works. They think only about their business, want to control the market (selling music on iTunes, making people believe that iPod is the "superior" choice) and don't listen to people who may have different needs. I quickly got rid of my iPod Nano and am now very happy with players that are designed to play music, not presenting flashy interfaces or narrowing my choices inside and outside the player.
There may be some good quality, high efficient headphones out there that even the iPods manage to drive, but I have no personal experience in this area. I choose my headphones first, then my player.
Good luck!