I am not familiar with the Behringer HA400 Microamp. I have seen it for sale in various places. I would think that if you are only going to listen with one set of headphones, a four channel amp would be overkill.
A headphone amp is usually used between the output for your musical source and your headphones. The headphones that you are mentioning (I have the Denon D2000 myself) can require a lot of power to drive them and the output from sources such as portable music/media players and even some home stereo components don't put out enough. The amp provides a boost that can provide the headphones the power to play at their full capability. Don't confuse this with just loudness, but also the quality of the music or sound.
You need a cable that you can connect from your source to your amp. The headphones plug directly into your amp. You turn on the amp, start the music, put on the headphones, and (hopefully) enjoy your music.
Now there are some aspects of this that you should be aware of. From the so-called audiophile point of view, the components (amp, headphones, and even cables) need time to burn-in. Over time, the quality of the sound can change...usually for the better.
I am a proponent of burn-in. I just hook up the equipment and play it for a few days while NOT listening to it. Over time I find the music sounds better than at first.
Also, you want to make sure that the amp has high enough gain to support your headphones (especially the HD650). A lot of amps either have switchable gain or are configured by the builder to meet your needs.
You will find that once you make the jump, it can get addictive. The quest for better sound and synergy can be a real pain in the wallet
I hope this answers some of your questions. I am sure others would be willing to clarify what I told you or answer any other questions. These forums are the best source of info that I have found.
Good Luck!
-HK sends