You can try replaygain, or mp3gain which will scan the song and adjust the volume accordingly, so that the song is normalized as mentioned above. Replaygain will write tags to the file that instructs the player to adjust volume (so the original data is never modified) but your player needs to support it, while mp3gain will change the actual data, so it is player independent. Be careful, if you gain a song too much it might clip or distort.
Players like foobar2000 has built in support for replaygain, as far as I know winamp will support it if you download the plugin. iTunes uses a different system called soundcheck which is incompatible. Replaygain is nice, since you can simply delete the tags if you don't like the gain that was applied.