angelectrico, in response to your last post:
1. Yes, line mode has a higher output level. The amp level output is much lower. Obviously use amp mode for driving an amp and line level for any thing with line in socket.
2. It's normal. If you have an amp output then why do you need headphones? It's more a rhetorical question than one requiring an answer. If you are running to an amp then what you hear in the headphones will be different to what you get out of the amp as there is the amp's pre-amp, tone stage, power amp and cabinet/speaker to colour the sound. Perhaps plug the headphones into your amp's headphone socket.
However, if using XLR output then according to the manual you should get the same sound through the phones as you get through the XLR.
As to your original post, it sounds like a grounding issue. When you touch the guitar, strings, you effectively act as the ground conduit. It suggests a grounding problem with your guitar or cable. Ah, you've said it doesn't happen using line level output. What is your set-up? What sockets are you using? ie XLR? 1/4" mono, 1/4" stereo?