What Ataro has indicated to is as rids has mentioned, the headphone amp output impedance. Although, he is correct in saying that using the front speaker out for headphone would be much quieter. Not ideal though for the OP who is also using speakers.
I'm surprised Creative have not put a gain setting on the Z series, specifically the ZxR, being a £200 card. Lame, considering Asus did that with the DG, which costs a mere £25 in comparison. Creative were too busy trying shout that their Z cards have the ability to 600 Ohm headphones, they forgot that lower impedance headphones do exist and people may want to use them without being deafened.
I think the only things the OP can do, would be to do what rids suggested and use an in line volume control, bring the volume right down with Window sound mixer, or possibly get an external headphone amp and control the volume with that.
cheers but mine are way too loud at anything over 8%. Do you think there is something wrong?
No. TheDesX77 may just have a higher tolerance when it comes to volume. Friend of mine has a higher tolerance than I do. He has his headphones much louder than I can stand. He can even fall asleep whilst still listening to them, whereas I would just get a terrible headache.