Gnome sound and hot key

[Sarangan Thuraisingham]

Hi all,
   My laptops Fn + PGUP/PGDWN keys should increase or reduce the volume 
of the soundcard. But when I press them I get a small window that shows 
the sound bar increasing, but nothing happens. The actual volumne level 
is unchanged.

  I happy that, atleast Gnome can recognise the key presses as Volume up 
and down. But what I want to do really is change the actual volume. Do 
any of you know, where that setting is. One thing I realised while using 
the Volume control(the one that you can open by right clicking on the 
speaker in the notification area) is that when I press the function keys 
  the master volume changes. This is OK when I am using the laptop 
speakers, but not when I am home where I use the headphone out.

Thanks in advance :D
  - Saru