There's a chance your headphones were being driven transparently by whatever you were previously using, especially depending on how adequate your previous equipment was.
You may or may not hear a difference with high end amplification, it depends on the quality of the compared components, your ability to hear, and your expectations (if you expected to hear a difference, you will probably hear one).
If your previously amplification was insufficient, the xfi card shouldn't be so imperfect as to prevent you from hearing them. You can try using ASIO, but if you're in 7 or Vista and have the system volume maxed in the digital domain that should be adequate. According to measurements, not that measurements are everything, it should be at least adequate - low distortion, flat FR, low crosstalk, low noise, and so on (see
http://www.tomshardware.com/reviews/creative-x,1101-17.html ).