No
I am contemplating home-brewing some out of the supplied pair, but I reckon I'd probably be better off just getting a mini-USB to 3.5mm converter from somewhere else. They all seem to be about 8 quid though which is a bit steep for a feature that the phone should have had in the first place.
I'm still not really enjoying using the device, FWIW.
I'm a lot happier with it after getting rid of the Orange ROM. internet browsing is brilliant with opera mobile and 3g+. I'm not happy with video playback - HTC haven't enabled the video acceleration on the device, so video playback is rubbish. A real shame considering the fold-up screen.
You could get a bluetooth device that lets you plug normal headphones in. They're about £30 IIRC.

