Which therm-a-rest did you get?
If you can't tell the difference between it and the ground you are not letting it inflate properly or it has a hole. I have the orange 4 season therm-a-rest and I can tell! It feels VERY comfy and I have a bad back and am VERY picky (read EXPENSIVE home bed).
Also a friend has the cheapest therm-a-rest and it makes a huge difference!
If you think it might have a hole open it up let it sit for 10 minutes then blow it up more with your mouth then close it. Let it sit or you sit on it and see if you can feel the ground. I can get mine where I don't feel the ground and it's not "to hard".
I really like the Hennessy but wow $ And it's not like I couldn't sleep in the cheaper ones I got.. so I`ll report back <img src="/images/graemlins/smile.gif" alt="" />