First, make sure your headphones are plugged in all the way. New Fuzes have a very tight headphone jack. Give it a twist as you push the plug in.
If you are sure the headphones are correctly plugged in then:
Go to the firmware update thread here and install the latest firmware. Don’t get the updater–use the All Regions link and follow the instructions to do it manually.
When the Fuze restarts, choose either North America or All Regions–NOT Europe, which has regulations that require the low volume.
If that doesn’t fix it, it’s defective.
