I don't think there is any way to do this (could be wrong thou) I know you can get apps to normalise your mp3's and stuff, but normalising on the fly would be hard as it doesn't know the max volume of the file/sound.
heh, I asked about this awhile ago, seems there's no such thing though. What is it in particular you're getting a big volume discrepancy in? For me winamp would be at one level and half life was quite a few decibels above it. I just turned down the volume level in half life itself and its better, so maybe there are internal controls you can change for the programs that are outlandishly loud (or quiet), otherwise, good luck!
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS