Would you use an A/V receiver to power your speakers for two channel listening instead of your Pass gear?
Yes, you need a headphone amp to fully enjoy a good set of headphones, which the Senns are.
There are a lot of great headphone amps and even the entry level ones are likely to be better than listening from your CD player.
What's your budget?
There are a number of headphone aficionados here, but I'd suggest heading over to the head-fi forums for suggestions on what to get and reviews.