I had changed some settings for better privacy, but the "Accept/Deny" pop up kept appearing.

It's a difficult one because Flash might need cookies and other things to allow it to work without pop ups, but why it needs this pop up simply to adjust volume on the player I fail to see.

In the end I turned down my own privacy conditions and reset the settings.

Go to the Control Panel and under "Large Icons" Category, find and open the Flash Player settings window. In the Storage tab check which option has been set for Allow, Ask, or Block sites from saving information.

Mine was Ask but I gave up and now have it set to Allow. If you do the same make sure you either allow automatic updating, (Advanced tab), or if you select Never, make sure you check for updates regularly. Flash is now a well known vehicle for malware and web site 'fly by' attacks.

I hope that helps.

Mark