I recently bought a Sony Walkman NWZ-E454 and I thought the volume level seemed low, which indeed it was compared to an older model I have. This post details my findings, which will hopefully help others with this same problem. If anyone from What Hi*Fi reads this, pershps you could highlight this problem in the magazine.
Checking on the Internet confirmed quite a number of people reporting the same issue. It is due to Sony comlying with some EU directive to limit volume in such devices to protect people's hearing. Whilst that is a noble cause, there is no way to override it, epecially in situations where that might be desirable, such as listening to quiet music in a noisy envionment, using less sensitive headphones, and playing music through the line level input on an amplifier, when it is necessary to turn the vloume control a long way up on the amplifier.
The way in which the limitation is made is via the sound protection system (SPS), which is different from the AVLS which the user CAN control. You can check if SPS is on using 'Test Mode', which needs a specific key sequence to enter (search the Internet for your model and 'test mode'). However, for my model, and I'm sure many other recent ones, it is ABSOLUTELY NOT possible to change the SPS mode setting using the test menu. Reports that people may have done so are probably down to people takng the VIDEO OUT option from the test menu, which the service manual warns against because it can set the destination to Japan, with default language of Japanese, and a strange FM range which is no use in the UK. I know because I did it!
The only way to change the destination, which sets the language, FM range and SPS is to use some sofetware called the 'Destination Setting Tool', which is only nornally available to Sony staff. Fortuanately I found a friendly service centre which emailed me the files (folder NWZE35XE45X_DEST_Setting_EU. I first ran the WMT_CEW (Western Europe) version, which got me back to the original state, but with SPS enabled. I then tried the WMT_CEV (a different part of Europe) file and at last SPS was disabled! I now get the volume I used to have at 30 at 15.
I think this volume problem should be made widely known, so people don't buy units and are then disappointed, and I think Sony should be lobbied to make SPS an option which can be switched off under user control, after a suitable warning has been given.