If there's an Apple store around you, you shouldn't have to mail them off.

In either case I agree with Chicken; the factory supplied headphones stink anyway. Sound quality is only so-so; you can forget about getting them to stay in your ears, and if you get past getting them to stay in they hurt in short order since there is no padding. Headphones with a much better design can be had for $15-25 easily; you'll spend a decent chunk of that if you do indeed have to mail Apple's headphones back to them.