Uh, DJ you'd be hard pressed to find ANY Professional Studio Monitoring Headphones that have a separate Volume control. $29 headphones are not professional quality and the ones you find the separate Volume controls on are those usually associated at like a Best Buy, Walmart, or Kmart type of stores and used just for things like portable stereos, TV's, home stereos, etc.

If your getting those buyer's remorse blues Audio Technica makes a very good closed ear Professional headphone that is highly rated by some. The model # is the "ATH-M30". They sell for $59.99 at Guitar Center or online at Musiciansfriend.com Quite a savings plus they're supposed to be great Cans. But they don't have a separate volume control either.

PS: The reason Professional quality Studio headphones don't have a separate volume control is the fact that they are used for Studio "Monitoring". Volume levels in the Studio are allocated to the Mixer, Keyboard, Amp and other Studio gear and the headphones are subjugated exclusively to "monitoring" your Mix, Playing, and Recording. If the headphones had a separate Volume control your Mixes, Recordings, and Masterings would be affected most likely for the worse not the better because you could possibly lose the Audio accuracy and correct Audio levels and nuances within the Mix which would ultimately hinder in the Mixdown and Mastering of a Recording, etc.

Best regards,
Mike