I'm listening to a rock band on mine now in Ubuntu. The volume is at 84%
It is plenty loud enough using the built-in speakers. I'm in a quiet room with no external noises.
In Windows XP, I have the volume turned down quite a lot because the "Launch Windows" and "Exit Windows" sounds are too loud for me.
I haven't played a DVD movie, but movies vary in their audio gain a lot. If there is a way to increase the volume in the DVD application, try that.
As to recorded voice or speech, when making a recording, or recording a lecture, increase the input recording gain/volume.
I've recorded lectures on my Zaurus PDA, and found I need to record at 80% or above to get acceptable playback volume.