I am also having the same annoying problem with the volume as well as the windows key. Scouring the internet and asking my IT friends have yielded little to no results.
I am running an HP 9220 about a week old and been doing this right out of the box.
I had the same issue on my new HP e9220y. Go into your control panel and delete the MediaSmart-SmartMenu program from the programs list and then reboot your machine. This fixed my issue and I can now adjust volume while playing games or watching DVD's. Hope it helps.
i had the same exact issue on my HP Pavillion dv7 Notebook. The fix noted in this thread works for me but also eliminates the visual volume display completely (the volume is still controlled though).
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