Forgive my narrow perspective, but I fail to see the problem. Every headset that I have owned has it's own volume control, which is capable of reducing volume to any degree desired. If the problem is global, then you can reduce the volume of the OS itself (not to mention that most apps with sound have their own volume controls also). My sound card also has it's own volume control, and between all of these, it is only necessary to find a balance between them that fits all conditions. Actually, I like my headset to have extra volume available, so that I can lay them on the bed beside me when watching a movie, rather than being forced to always wear them.
All of this aside, you need to be more specific about your hardware and issue than you have been, to be given info more relevant to your problem.