How to change (decrease) volume of entire XM module?

[sgirioni]

Sorry if this is a noob question, but is there a simple way to alter the global volume setting
(or the volume of each single note) of an entire XM module? 

I have one particular XM module that just sounds too soft loud compared to most others.

"Sample Vol" doesn't seem to have any effect when playing the file in an external player (tried ModPlug and XmPlay) and "Initial Global Vol" is grayed out for me.

Edit: I found out about the "Amplify" sample function - is there some shortcut to amplify all samples of a song at once?

[Saga Musix]

You can normalize all samples at the same time by pressing shift while clicking the normalize button. Please keep in mind that this will change the volume ratio between the samples, though, so it will require some manual adjustments. Trading quality by overamplifying samples just for loudness' sake is not a good idea.
As you observed correctly, there is no global way of changing the overall amplification of an XM module - the sample volume slider is an OpenMPT-only thing, XMPlay always auto-normalizes the module no matter how quiet or loud it is and people really should stop caring about the old ModPlug Player / Tracker. Just use the "sample volume" slider to adjust the volume to be similar to XMPlay's and everything will be fine. The rest is up to your listeners.

[sgirioni]

Thanks for your quick and helpful response!