I kind of went extreme and use my n810 with a pair of Ultimate Ears superfi 5 pro's which are low impedence ( easy to drive ) and block outside noise. That's been the secret to any volume deficient movies or music I've played on the Nokia. I also have used it with a pair of sennheiser cx-300's which are cheap, also block out the sound well and are easy to drive. Bottom line; change your earphones to something that drowns out sound and you'll solve your problem.

Another suggestion is to boost volume of the music I listen to (mp3 gain) and also boost the sound of the movies/TV recordings (allok video to ipod converter ). Works great on the Nokia and allows you to tweak the file size and also plays great in mplayer or nokia's own media player. The bonus is allowing you to also increase the volume of a file which will help your sound problem.