you've most probably got a media app that's in your startup list, e.g. real player, the volume control in real player (and all other media apps) overides the windows volume control, so if real player satrts on startup, windows volume will change, if you then close real player and change the windows volume, the next time you reboot, real player will set the windows volume bck to real players setting,
confused you will be!
hope it's clear enough, if not give me a shout.
J