Yeah, just approach any employee and tell them your problem. I've had three pairs of iPod headphones replaced and today, when I found a tear in the cord of my iPhone headphones, they replaced it for free, even though they worked perfectly.
The headphones that came with the iphone are terrible! They aren't even nearly as good as the ones that came with my ipod nano. When listening to any music with a hint of bass they rattle a little. But, while listening to the same song on my ipod nano it's not nearly as bad. I'm sure they will replace them for you at the Apple store.
Yea mine went bad too. I walked up to the genius bar and they handed me a brand new pair out of a retail box. No receipts . . . No problems. Gotta love Apple!