From what I've found online, the "SupremeFX" seems to be an add-on riser card for the motherboards integrated audio controller. That's pretty good compared to most integrated audio solutions as it should cut down the amount of electrical noise and interference you'd otherwise hear (just like a discrete soundcard). You'd probably still get an improvement going with a discrete soundcard, something like the Auzentech X-Fi Forte, but it's hard to say if it would be worth it to you. It was certainly worth it for me, with my logitech X-540's, to get the X-Fi Prelude over onboard sound, as I could definitely hear an improvement. Even better with my headphones (ATH-AD700's). It's harder to judge in your case, though, as that SupremeFX might be good enough that you wouldn't hear any difference, making you feel guilty for your purchase
I can't find anywhere that the SupremeFX supports OpenAL (the latest audio standard that newer games support, supplanting EAX), so you might want something else for the OpenAL support.