The HP output is an amplified output, too hot to run into a line level input.
Your best bet is to run the HP output to the person recording (i.e. the singer in the other room), and run the monitor output from the back of the Mbox to another HP box similar to[[url=http://[/URL]="http://www.zzounds…"] this one[/]="http://www.zzounds…"] this one[/].

However, I am a big proponent of having mixers in the studio.
If I were you, I'd get a small mixer (Onyx, Mixwizard, etc) and run the Mbox into (and out of) it.

Bit of advice: Record for money, save your profits, use the profits to buy gear sensibly, and forego the "cheapest options".

Here's a good example of a way to run your monitor mixes.
Yes, I left out the Mbox - oops.
You'd want to send the Mbox's monitor L/R outs to their own dedicated tracks on the mixer (Stereo / mono channels - your call - I'd do mono).
And, you can run the channel direct outs to the inputs of the Mbox, or run the C/R, or mains - again, your choice.

As you can see, on this little Mackie you can run two discreet monitor mixes off the two aux sends, and monitor what you want via the main L/R outs.

Many boards offer a solo function on the aux sends, these come in handy if you want to hear what's going on in the headphones in another room (before tracking I do a once over of all HP mixes while the band is warming up, just to clear up any problem areas).

In a typical setup you'd want the mains to feed your monitor cabs (near fields, etc.) - as opposed to the pic I drew with the Rolls coming from those outputs.

a mixer wont alter any sound at all?

Anything you put in the signal path between a mic and your recording medium is going to affect the sound somewhat, it's up to you to select the right components that will not do it in a negative way.
This is why I stated earlier that you should not go with the "cheapest options".