My recordings sound so different when exported to iTunes. What am I doing wrong?

Google's been useless in finding answers.

I made a couple songs. They sound perfect on Garageband. After exporting, the songs sound awfully mixed on iTunes. I mean, awful. I've tried messing with iTunes EQ, Garageband visual EQ, Garageband compression (not that I fully understand compression), the auto compression when exporting, and good ol fashioned volume control. Nothing changes for the better but it always sounds correct on Garageband and god awful otherwise.

I have a chord that plugs in from my mac to my instruments so I use good mix of both real instruments and software instruments if that makes any difference.

On a side note, the recordings only sound good on my personal headphones. Heaven forbid I use a car stereo or any sort of speakers.

If anything, what can I do to remedy this problem?

Many thanks for any help you can give.