Just purchased a Clip zip for my wife then decided I had to have one so bought another. Went through the firmware update process and during the course of ripping and syncing and getting familiar with the devices I discovered several differences between them. BTW they are both 4gb. In the systems/settings menu hers shows a volume setting to click on, my device does not have that. In Windows media player when her device is connected a replica of her device shows up along with the clipzip 4gb description. When mine is connected only the generic picture that is there already is displayed and does not change. Her firmware version is xx-18A; mine is xx-18F. Did I get stuck with a lemon? Shouldn’t both be the same?
You apparently selected Europe as you Region where your wife’s is set to North America. Reset the Factory Defaults, choose North America or Rest Of World (if you’re not in the US) and you’ll have your Volume option back. The EU has a volume restriction that manufacturers of audio devices must comply with.