Purchase a headphone amplifier. An inexpensive headphone amplifier is suitable for most casual listeners. You can find cheap headphone amplifiers for less than $30, while audiophile quality professional headphone amplifier models can cost several hundreds of dollars (see Resources below).
Check the connector type on your headphones. Determine whether you have an eighth inch jack or a quarter inch jack on your headphones. If your headphones have an eighth inch jack, it will be necessary to buy an eighth to quarter inch converter. These converters are not expensive and will only cost one or two dollars at a music or electronics store.
Plug your headphones into the eighth inch to quarter inch converter if necessary. Plug your headphones into the input of the headphone amplifier.
Be sure that the master volume on the headphone amplifier is set to zero to protect both your headphones and your hearing from high volume levels before turning on the headphone amplifier unit.
Send a signal to the headphones from a source such as an iPod, MP3 player or a computer.
Turn the volume on the headphone amplifier up slowly until the desired volume level is reached.