One considerable annoyance of the E71 is the 2.5mm headset connection which makes using your high end headphones impossible… at least without an adapter.
I had an adapter from a few years ago when I ran into a similar situation with the Treo. That adapter unfortunately was only dual-mono which works fine for calls but definitely impacts the listening experience for music. A quick trip to google and then Amazon (via mobile during the commute) led me to the JAVOedge 2.5mm to 3.5mm stereo adapter. Don’t be put off by the fact that this is actually a Treo accessory… It works great on the E71!
Here are a few shots for perspective:
Amazon is selling a 2-pack for $4 plus shipping. I have one in my car and one in my bag and am definitely ready to rock.