Only thing I can help with is the Volume Control, the other two issues, I don't, or haven't, run...

Add into this, I am running v3.3, so not sure if this will help on the newer version, but, I'll give it a try...

I know in v3.3, the Volume Control has an option to show the icon on the "tray" (windows jargon, I know). Since adding ALSA on my system, the volume control was useless, because you have to use "alsamixer" instead, and I found the "settings" for the volume control, either by right-clicking on the "tray" icon, or maybe it was inside Control Center (?) -=- I take it you also are getting the speaker icon in the "tray" as well (?) try r-clicking on it, and then close the window.

( I hate not having the newer version, this isn't the way I helped out in Win98 support... We tried to help by causing our systems to go through the same thing as the customer, and then walked them through how to resolve it. (and I can't do that, sorry) )

Hope this helps, though,
Ms. Cuddles