What is this?

[Diffusion]

The thing that the headphones are connected too.. what is it and what kind of price range are they?

http://www.digital-synthologie.de/gesangskabine/images/kopfhoerer.jpg

 

[Massive Master]

Um... It's a headphone amp.

The one in that photo appears to be a Behringer. There are cheesy ones for really, really cheap (under $150) and up.

 

[Track Rat]

Yeah, it looks like a Behringer. About $100.
http://www.musiciansfriend.com/srs7/search/detail/base_pid/240107/src=01340