When you plug in a headset, it pops up a window asking what you plugged in. There are different versions of headsets depending on how much current they can handle so you might see small or large. If you pick one of those it may help the situation.
I have seen comments about systems which actually check the impedance of the headset when adjusting volume but I don't know if your system has anything similar.
Beyond that, make sure and adjust the volume on all volume controls. For instance, if you were using the Windows media player, lowering its volume along with the Windows volume controls may get you what you want.