as far as your mp3 songs are concerned maybe you could try normalizing the tracks before uploading them to your mp4 player.
as far as amvs are concerned you could perhaps try the following -
1. Follow
Tadad's AMV Guide
2. Add a step in which first you make sure that Audio (in the topmost bar) is set to full processing mode.
3. Choose Volume from Audio and increase it to around 300% while making sure that the Adjust Volume Channels box is ticked
Hope this helps
