BRL.....
Not got Vista personally, but have had a similar problem in the past with XP, so you might find likewise.
Set the volume on all media players on the computer - Windows, Real, VLC or whatever - to 'max' and then close.
I seem to recall only minimal controls on XP until checking a box for extras. Can't quite remember where; one of those convoluted routes via Control Panel, Sounds, etc., I think (but maybe different on Vista).