I see several people commenting on using a headphone amp.
What exactly does this do? Is it just giving you increased volume?

Essentially, yes. But also some other things:

• May improve perceived dynamics with some headphones .
• May take the load off a portable player (longer battery life, possibly better sound from line out vs. headphone out).
• With a soundcard, it will draw far less current (even less than high impedance cans like Sennheiser HD-580) and eliminate potential distortion caused by too much of a load on the analog section of the card.
• Can sometimes be an improvement on the built-in headphone jack of inexpensive integrated receivers, amplifiers, etc. which may be put in as an afterthought.
• Possibly others I didn't think of...

fewtch is the headphone expert, but if I may add something:

Some headphone amps offer additional hardware DSP features, such as the crossfeed function in the Xin Super Mini, which can provide a better soundstage and move the sound "out of your head" to compensate for soundstaging that's too "close-in" with some headphones. I've heard that hardware crossfeed produces generally better results than software crossfeed, but I have never compared them closely myself.

Other processing features could be integrated in a headphone amp, I'm sure. Just something else to look for...

Good point, ScorLibran...

And actually I'm the resident headphone nutcase... Something like average of 15.65 posts per day on Head-Fi (don't ask... I don't know ).

It's kind of funny how we have questions about the fundamentals of headphone amps cropping up on both boards at the same time...

Ok thanks
What about a good headphone amp, available in the UK?

The Meta42 amp is an excellent one. Information is available here: http://tangentsoft.net/audio/*

*Some assembly required, batteries not included.

PS - You may want to look around on some of the other forums for people in Britain who would be able to build it for you.