Exchanging won't be a problem if you're within the return/exchange period. The headphones that come with the iPhone retail for $29.00, so just run to an Apple store or Best Buy and pick up a new pair and put them back in the box. Or you can see if Apple would allow you to take the headphones out of the new 32GB iPhone box and put them in the exchanging unit. All in all, you shouldn't have a problem with any of it.