Are you using the "System Mixer" as the recording sound source? (could be called Stereo Mix or SoundBlaster calls it "what you hear").
Some applications have their own volume control so the sound level can vary between applications. Depending on the sound or sound source the volume level can also vary. for example two MP3's or wav files can have different volume levels so unless you "normalize" all your sound files to a certain level they can all be different. Movies seem to all have different volume levels. Sound in games usually have their own volume controls.
I doubt that you will get everything to play at one level.