How to increase volume of a movie/mp3

Let me be brief: I've downloaded a movie, and it's volume is too soft to hear.
I've turned up the sound as loud as it can go (in sndvol32) but it is still not loud enough.

I am looking for a way to increase the volume for the entire file.
b33rfox told me something about ffdshow in chat last night, but I didn't quite catch it, so I am a tad lost.

While I'm at it - is there a way of doing this for mp3's too? Possibly without losing sound quality?

Thank you kindly in advance.

Edit: Here's what I want to make louder:


Most amazing jew boots

Thanks for mp3gain, good sir.
I am still troubled by this movie's volume. I've edited my first post with a GSpot printscreen in case you were wondering what kind of audio the movie had.

There's nowhere I can't reach.