Change the sound volume
To change the sound volume, click the sound icon on the task bar on the bottom right-hand of your screen (it looks like a speaker) and move the volume slider left or right. You can completely turn off sound by dragging the slider all the way to the left.
Some keyboards have keys that let you control the volume. They normally look like stylized speakers with waves coming out of them. They are often near the "F" keys at the top.
Of course, if you have external speakers, you can also change the volume using the volume control on the speakers themselves. Some headphones have a volume control too.
Changing the sound volume for individual applications
You can change the volume for one application, but leave the volume for others unchanged. This is useful if you're listening to music and browsing the web, for example. You might want to turn off the volume in the web browser so sounds from websites don't interrupt the music.
Some applications have volume controls in their main windows. If your application has one of these, use that to change the volume. Otherwise, click the sound icon on the task bar and select Sound Settings. Go to the Applications tab and change the volume of the application there.
Only applications that are playing sounds will be listed. If an application is playing sounds but isn't listed, it might not support the feature that lets you control its volume in this way. In that case, you can't change its volume.