You can see if Gnome has some kind of personalization checkboxes (like Windows) in its volume control, however, I don't know if XMMS and the others can be configured the same.
Here is a nifty little code, if you would like, that can adjust the volume in amixer via a shortcut key (preferably a volume control multimedia key)
Code:
#! /bin/bash
##################
# Adjust Volume Up
##################
amixer set 'Wave Control' 1+
exit 0
Code:
#! /bin/bash
####################
# Adjust Volume Down
####################
amixer set 'Wave Control' 1-
exit 0
HTH