Resolved Question: Music quality worse on an mp3 player?

I bought some nice new expensive headphones the other day, and they work perfectly on my computer at home but when I plug them into my mp3 player.. the quality is not the same. The sound seems unbalanced and not as loud. I tested with the same files on my computer and mp3 player and it just comes down to worse quality sound on the mp3.

Why is this? Is this normal? Do mp3 players compress the .mp3 files or something?

It this helps any, I use a Zune 30GB and Skullcandy Skull Crusher headphones. My computer at home has 9 speaks.