winamp has options to change it either way.winamp takes over one of the mixer channels of the main volume control (I don't recall whether it's wave or master), rather than doing that itself before send it to the OS' mixer.
you could always up the volume levels using the equaliser in WMP or whatever u use to play music.. but not too much or it will cause ur music to distort... seems to distort more in WMP than with iTunes or a winamp plugin..
what specific sounds are u talking about anyway?.. the normal windows sounds seem pretty quiet to me compared to the music.. are u sure u have the volume on WMP (or morpheus or whatever) at full?
getting another soundcard and using something like winamp to send audio to the other soundcard that isn't playing windows sounds is one of the better solutions.. but its a bit complicated. and it seems that Vista will sort out this 'problem'.
who said anything about downloading WMP9/10/11 ?
and service pack 2 is the best thing that ever happened to windows XP..
what?. just as good to set them all to max and just control it with the (physical) speaker volume. and it gives better sound quality.Try to set all volume controls to the maximum, and the master volume to almost 0. That is often a good starting point to get the sound balanced.