Buying expensive headphones that require amplification to reproduce the sound they're capable of (the purpose of even getting the headphones) means that yes, they do require amplification. Working and being able to perform at least close to what they should perform at are two different things. Just because you can hear the volume doens't mean it's actually producing the sound it was built to produce. A lot of onboard/soundcards can actually produce volume for ~250~300ohm headphones. But again, until you hear the same headphones on real powered amplification, you're not even using the headphones at the level they were designed for. And they do sound different.
So if you're in this boat, I hope an amp comes your way soon.
My Sansa Fuze can produce volume on the 600ohm Beyer DT990's. Do they require amplification? Oh yes. Yes indeed.