You could:
1) Carefully EQ songs with Goldwave and put 'em on CD as mp3
OR
2) Play 'em thru a computer using the EQ in WinMediaplayer
OR
Spend a very small amount on a POD(Behringer if you're careful with it), play CD's into that with your bass into phones.
99% of my woodshedding is at a PC so I use both Goldwave to make the bass stand out better AND play things into a POD. The SONY CD player I carry with me has a 4 pre-set bass boost(none, a bit, more, and speaker-blower level) that also helps if I'm away from a PC.
Woodshed:
CD Player mentioned. Was cheap($50) and car-ready kit came with it:
Goldwave is here:
http://www.goldwave.com/release.php
I've NEVER been able to do the amp/headphone thing and get it to sound good until I got a POD and some ACME's. Now I can do phones or via the ACME's....
Also: Make SURE your phones can do bass really well. I've some very old(replaced the ear-foam twice) KOSS's.