Some programs use their own volume control, others use the standard Windows one. There's nothing you can do to change one program to the other class, it's something only the program developers can do.
I have an Insignia D400A - 2.8 GHZ Pentium Processor 4 - 512 MB RAM - 64 MB Video Shared. Does anyone know if it is possible to set this so that windows sounds are controlled by a different volume slider?? Here is what I am trying to do: I am listening to Launchcast by Yahoo, and when I turn up the volume for the music this turns up the volume for the windows sounds too, so playing loud music and all the window sounds are just as loud. I know that I can turn off windows sounds but I don't want to do that.