Replay Gain: A how to informational

I assume in the above I can read CLIP for FUZE.

I have an MP3 file, that has been through mediamonkey, and clip is showing a Track gain of 3.38dB.  Yet if whilst playing I change “Replay Gain Mode” between OFF, SONG, ALBUM, I perceive no difference in volume.  If I change “PreGain” from 0-12dB with “Replay Gain” on SONG, I still get no difference in volume.  What am I doing wrong?