In Windows XP, I had an application called "ehome.exe" that I placed in the "ehome" directory. Basically, it gave me a visual bar of the volume level when it was changed but I can't find a similar feature in Windows Vista.
Yea I used 3RVX on my laptop when I first got it as I was used to the volume indicator in OS X. I dropped it eventually as it was just not nearly as slick and was glitchy.