In that case if you're were looking for an easy to use GUI which lets you set volume levels in MP3 files so that those volume settings will be permanent (the process is called "volume gain")... then our Italian geek ferramroberto have the answer. It's called, easyMP3Gain and it'll most definitely come in handy for you!.
With it you can load hundreds of audio files (in different format of course) to its main window and can change one by one or set a "standard" volume level (in decibels) and let it apply automatically for all those files!. But remember, there could be those occasional audio files with very low volume levels. So with them you can raise the "decibels" a bit higher but if you apply the same settings to a normal audio file then it can easily create some distortions.
So make sure to set a decent volume gain value to avoid any of those issues. By default easyMP3Gain supports MP3, Ogg Vorbis and MP4 files.
You can install easyMP3Gain in Ubuntu 11.04 Natty Narwhal, 10.10 or 10.04 by entering the below command in your Terminal. Good luck.
sudo apt-get install easymp3gain