Sounds like you got my DPS, and I got yours, considering they shipped the same day. It's a really simple task to flip the power module around. It did the trick with mine...and good job I checked first as running 240v into a 110v module wouldn't have been so pretty!
Edit - and I totally agree with your findings hd800 balanced blue dragon v stock SE cable. Really makes a difference, but I'm not sure how much of that is down to being balanced, or just the posh cable (mostly the former I would guess). I have a blue dragon XLR --> 1/4" adapter coming in a couple of days, so I'll be able to answer that question soon.
Oh, and I find the HD800s are being driven really well on the "low" gain setting. Putting it up at medium, let alone high, is pretty nasty to my ears. Decent listening level on "low" for me is with the volume pot around 10 or 11 o'clock.