It’s possible that you have headphones that need more power than the Fuze can provide. Some full-sized headphones just need more juice. But if you’re using earbuds, the Fuze should give them plenty of signal. .
If you are in Europe, there is a legal cap on the volume. So reinstall the firmware manually and tell the Fuze it’s not in Europe.
The instructions and files to download are here.
You have to check your unit to see whether it is a 1.x or 2.x
unit. Then download the All Regions link for your unit. Unzip the file, find FuzeA.bin and drag it onto the Fuze (the driveletter in Windows Explorer that says, for instance, E: \SANSA FUZE.)
Now comes the tricky part. You will be asked, when you disconnect and reboot, what region to install. Don’t use Europe–use Rest of the World. More volume. If you use the radio, you’ll have to go into Settings and change the radio settings to Europe–the stations are in different places–but that won’t affect the volume.
If the Europe regional setting is not the problem, then…how does the volume sound at maximum when not in the train? It should be too loud for regular listening. And if it is, you don’t want to blast it any louder in the train because you’d be damaging your ears.
What you should do instead for train listening is get new headphones that block ouside sound. They are called IEMs (Inner Ear Monitors) or in-ear headphones and are basically earplugs with speakers in them. They are different from regular earbuds because they fit snugly, and deep, in your ear.
Sennheiser makes one that’s not too expensive, the CX300, under $40.
http://www.amazon.com/Sennheiser-CX300-B-In-Ear-Stereo-Headphone/dp/B000E6G9RI
If you have more to spend, look at models by Shure, Westone and Ultimate Ears. Personally, I think the Shure SCL4 is a great IEM, and you can find it (look on Ebay) for $159 or less. I know that’s a lot for earbuds, but it will make a huge difference to the music, and train noise will be gone.