First go to www.sandisk.com
and download the instructions for this particular mp3 player. I'm guessing it's the SDMX1. Look for this model and get the instructions. They're about 30 plus pages. Volume is adjusted very easily-Look at your SDMX1 with the data screen to your right and headphone plug to the right.
1.find the joystick control-it sticks up and is chrome plated.
2.imagine it is a compass with North-up
3.simply move the joystick North for louder volume and South for lower volume.
4.you can also read the volume numbers on the screen in the right lower quadrant. they go from 1-40. Good luck.
If you ever have headphone problems with sound from only one earphone, let me know. I know how to fix this better than new! Also, if the play-on/off switch becomes hard to operate, this fix is also very simple.