Are you selecting the individual tracks of the book, or just the book itself?
And you're not choosing the ones already on the ipod right? You have to change the copy thats in your itunes library then resync it to the device.
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The idea is you're not supposed to be one of those plugged in kids that doesn't pay the world any attention.
I'm pretty sure Apple got sued overseas a few years ago because their players allowed music loud enough to block out any traffic noise and a pedestrian sued (like a jackass). That's why in a particular country there is a lower cap on the volume then firmware for other countries. I wish I could remember enough about it to get the article.