Mine work fine even in a few games. Otherwise my kids wouldn't be able to turn it down when we yell accross the room to tell them to turn it down! Weird.
Actually I'm wrong on this one.. the slider I was thinking of was a brightness control. The regular volume control icon in Wondows works fine.
I think the reason it works for people's iMacs and not for MBPs/MBs (It doesn't work onmy MBP) is because on the extended keyboard (iMac), those keys are separate. On laptoops, they are doubled with F# keys, which Windows interprets first as F# keys. And (so far) it ignores the "fn" key.