A:Answer You just need to very very lightly press the wheel in the middle and turn it clockwise or counterclockwise to put the volume down. Now, if what You mean is how to control the volume when a song is playing and You are in the main menu(which btw I had this problem since I bought the item refurbished and did not have instruction manual).......When You have a song playing, and You go back to the main menu and want to change the volume, You need to press the small button to the right, the "menu" button once and it will take You straight to the song in the "playing now" section, and then You can control the volume there. Hope I helped. Good luck.
Note: Make sure You are not using headphones with volume control on the cable running to your mp3 player. Make sure that that is set to high.