Headphone amp?

I would suggest you seriously consider a good Headphone amp for your Sennheisers . I also have HD800s and know they are a difficult load so a plug into the headphone jack of your amp won't do. I have The Luxman P- 750 u and my friend has a Pass Labs Head Amp and these are superb amps if maybe a little steep for some folk but there are so many out there and you can find one for both your pocket and your sound appreciation.

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.

 Thanks, gentlemen. I haven’t bought the headphones yet, and they’re around $1500. Might find them used for less. I’ll research the proper amps.