Alright, digging up a bit I noticed the windows 7 mixer does volume separately for each app running, as it turns out the volume of Winamp was on half here. Still, I ran some tests on the mp3 to check the volume, and its volume is still below average.
This is an open-source mp3 analyzer/normalizer for the volume.
I had it to analyze the Giantbomb's Bombcast's volume and then a normal song volume and then the Gamespot's Hotspot's volume. Here are the results.
And even though the difference is not that big there, like I said on the first post is still true. It's much easier to turn a volume down, than to make it go above the limit. I've tried to listen to this podcast in a bus in a big city (using headphones) and I couldn't understand it. I'd much rather have to turn the volume down because it is too loud instead.
@beej I believe it's more the onboard sound card's fault. These headphones work great on the DS. Maybe modern sound cards are lower on porpoise? I don't know, because this PC is really new.