I recently discovered that in XMMS, the mouse scroll wheel controls the 
volume.  Tonight I discovered that if you have Kmix as an applet on the 
panel, you can just put your mouse over the applet, and control the 
master volume with the mouse wheel.  You don't even have to open the 
mixer at all.

Just a cool tidbit I thought I'd pass on.  BTW, I'm using Mandrake 9.1.  
Not sure if that matters.  It's probably just a KDE feature, any distro.

Enjoy,
Jim