said by Tristan:
My audio interface has a volume control, and its own mixer. I only use the Windows mixer for mixing the various non-ASIO stuff - Windows sounds, WinAMP sound streams, CD sound streams, etc.
My audio interface's volume can be controlled either on-screen, or through the volume control on its front panel, depending on how I have it set.
It's also a professional recording interface with way more capability than most people need. For those starting out, something like an Audioengine D1 would be best, followed by the Matrix Mini-i, and the Cambridge Audio DacMagic Plus.