>Implying you use windows 7:
- Rightclick the speaker icon on the right of your taskbar.
- Choose playback
- Doubleclick on Speakers
- Go to the tab 'Levels'
- Confirm if all bars are all the way open, or just as far as you see fit.
- Go to the communication tab
- Check 'No action' (Or something along those lines) which is the 4th (last) option.
- Click apply.
Hopefully this works.
If not, maybe your headphones has a external volume adjustment attached on the cable? If so, try to higher the volume using that.