Windows Phone Music Sound Quality

I recently became the proud owner of a Lumia 800. I really like it in general, but one of the big selling points for me was its compatibility with my Zune Pass music subscription and I've found that my music doesn't sound as nice on the phone as it did on my Zune.

I'm not an audiophile by any means, so I don't really know how to accurately describe the difference between them, but the best I can come up with is that my music sounds "flat" on the phone; the treble isn't quite as high and the bass isn't quite as low as I'm used to. The same music file played on the Zune just sounds richer and more complex because of it. The phone also has a very slight distortion that I've never heard on my Zune and there's a little popping sound that plays when changing tracks.

For the time being I'm still using my Zune HD for music even though most of my tracks are also synced to my phone. Is this a common issue on Windows Phones (or even for phones in general, since this is the first time I've tried to listen to music on a phone) or is the sound quality on the Lumia below average for some reason? Should I get used to the idea of carrying around my Zune forever if I want the sound quality I'm used to? I'm a little worried that my Zune HD won't work with the music pass anymore when they rebrand it to be an Xbox Live service later this year, so I was hoping my new phone would future-proof me, but I'm not sure I'd want to pay $15 a month if I was unsatisfied with the quality of the music I was hearing. Maybe I still just need to get used to it.