My Dell WinXP notebook has adequate volume when watching movies, but
just barely adequate. If there's a fan on anywhere in the appartment,
it's really not adequate.

I have the control panel volume setting on max, and the setting on the
RealPlayer set to max also. But it there any other way to get more
volume?

Patrice

I highly recommend investing in a set of speakers.  You can find them
form anywhere form around 20 USD and up.

Also, check to make sure your wave output volume is on max; can make a
big difference. Ext. speakers don't get used to often with laptops. 
At least not for most people.  Serious, even when I'm docked on a
portable workstation, I don't use my nifty Ext. speakers.  For me
headphones are the solution to notebooks.  Although, ishallcallu's
advice is appropriate ,because you are using  your machine for
entertainment.  Just remember that there may be a setting that can
give you a little volume boost.  Check to make sure you don't have any
soundcard effects on(e.g. chorus). Use onboard windows sound
management(control panel) along with any specific soundcard software
you have. Check for driver updates.  If you want to know the best $50
you will ever spend go to www.headphone.com or headphones.com(similar
name way more info on headphone.com). If you see Headroom you are
there. Massive amount a audiophile info for you to soak up. Order the
Koss porta-pro headphones($50).  They are high end Koss packaged in
their midrange product. The Koss you see at stores, even good
electronic stores, is usually low end Koss, etc... The porta-pro I
keep buying for family and friends whenever they purchase a mp3
player,etc...Very noticeable difference.  Good luck, check the wave.

Additionally, seek out headphones.  They are much more portable and
less bulky in comparison to speakers.  They also do not require as
much energy to produce a good audio volume, as they rest upon your
ears.

When you opened Sounds and Audi Device Properties from the control
panel did you click on the advanced button (on the volume tab) and
check that all the volumes were set to max?  Do you have mute checked
on the volume tab?  Did you check that the speaker volume is also set
to max?

You want to make sure you have:
 1. The volume in your program all the way up.
 2. The master windows volume all the way up.
 3. The WAV component of your soundcard all the way up. (Advanced, on
the XP cpanel)
 4. Any volume control on the laptop itself all the way up.  This may
be either a dial or function keys.

As long as all of that is up all the way that's all that can
reasonably be done.  Speakers/headphones are the next step.