Am I setup like a retard?

So I have a set of sennheiser HD 428 that I am using on my onboard audio, my mobo is an Asus M5A97 LE R2.0 with a Realtek ALC887.

Could I get better sound or something (total indication of my lack of knowledge) by adding some piece of hardware to my PC? 

I listen to a bit of anything, rock, rap, hip-hop, however you want to name a type of music, I listen to it.

I would recommend taking just the tape off the middle hole and leaving it like that it adds so much to the bass to the headphones and really makes then sound much better.

Well, you could get a headphone amp with bass and treble settings. I've got a Fiio E17 and it does just that. 

A sound card wont do much except for boosting the volume. 

First though, you should try using EQ (equalizer) settings, if you haven't already. On itunes you can try the "loudness" setting to easily hear what it's like, or the "full bass & treble" setting in winamp. You can change it further yourself to get the effect you want. 

In the end, all that will noticably change the way music sounds are amplifiers, EQ settings, and other headphones/speakers.