There are lots of people that can help with this one... but first I want to make sure you know to ask this type of question in the linux (client) forums rather than the (server) one. No huge deal, but it keeps things more organized.
As far as volume goes.. are you running XFree86? If you are running KDE (Mandrake's default Window Manager) then look for KMix in the applications menu. KMix will control all your volume levels (cd audio, pcm, etc).
If this doesn't solve your problem, please post your window manager for us, so we can know a bit more about the problem.
Hope that helps. Good luck, man!