I reinstalled it, but I didn't include this ALSA support, because there is a warning that if I don't use ALSA I shouldn't include this option. So I don't have volume control again.
The mixer is working nice.
My system is a bit strange. It's Vector Linux 4.0 with some packages from Slack 9.0, 9.1 and current. It's possible something to be broken.
I don't have KDE, I'm a GNOME user, but I can't add gnome-volume-control in the panel.
Never mind, I like new XFCE