DarkSable :
You're... a little confused.
A better sound card is going to do absolutely NOTHING in terms of directional sound, because the xonar DX already supports both dolby and physical surround.
You are wrong.
You have two ways of simulate directional sound in a stereo headphones, by software or by hardware.
Your A40s use exactly the same tech that any soundcard, use software algorithms to simulate positional sound on only two speakers (delays, fades, etc...) the only diference is that you are using a headphone with his own souncard like many others, ej: Razer Megalodon, it's called "Virtual Sourround" and a lot of sound cards use similar tech like Dolby Headphones to simulate up tu 7.1 on stereo headphones.
By hardware you have several drivers in the headphones (up to 10 in some cases like the Tiamat) to make "real" sourround, with his own soundcard like the example some of Razer or with any soundcard like for example Roccat Knave 5.1.
Then you have several cases that the soundcard affect the result, with stereo headphones (not ones with his own soundcard like yours) and virtual sourround need a card that makes a good software processing to simulate the sourround, with "real" sourround headphones like Knave only need a good soundcard that give good sound quality on 5.1 outputs.
DarkSable :
EDIT: And the fact that your sound card supports surround doesn't matter - I just checked... the Steelseries Siberia v2 doesn't have surround. Which means you aren't going to clearly experience where the enemy is coming from, you're just going to hear the footsteps.
The Steelseries Siberia v2 dont have internal soundcard, of couse they didnt "support" surround because they are only a headset, you are mixing two very diferent things.
That's why he needs a good soundcard that create a good virtual sourround for stereo headphones.