Hi MonSound,
Did you also try the test with a different pair of headphones? If you are still experiencing noise (hiss), then I think you DEFINITELY need to return your keyboard. Your PSR2000 may have a noisy (defective) headphone amp. When I plug my headphones (Sony MDR V6) into my PSR2000 with the volume turned all the way UP, I hear no noise whatsoever. In fact, I think my PSR2000 headphone amp may be quieter than all of my other keyboards. - Scott