Ignore clicks that are sometimes audible when audio subsystem turns on or off, they are not test sound!
CONFIRM that you hear only those tones that seem to be test frequencies. Last equalizer on my device is at 16000Hz, which is hardly reproducable by most headphones, but still if they do produce some, even very distorted squeak, I confirm that I can hear it, otherwise XenoAmp will try to amplify it more, making it sound even worse.
DON'T confirm anything if you don't hear a frequency - might be tricky in bass region on cheap or badly amplified headphones. So I'd say again - confirm bass frequency at a volume level that seems to produce a test frequency. It won't be a nice hum produced by subwoofers (unless you have BIG over the ear headphones connected to BIG amplifier), but instead a series of low blunt pops. A SERIES! not just two clicks when audio hardware turns on or off. Since Xeno starts testing the frequency with highest possible volume and goes (more or less) down from there it should be easy to decide when the tone starts to sound bad or not at all!
If during the test you can't hear a clear tone, but for example two frequencies played together, then you should return your headphones, as they are broken! I've heard such thing once.