There are numerous volumes - in-call (which you can only increase/decrease while sspeaking to someone) media -volume (which a game or music has to be playing to change) and the phone volume (which all other programs must not be running through the volume). All use the same buttons to increase/decrease but what is running determines which volume is changed...

Also check your settings - sounds - and make sure your phone is NOT on silent..

Make sure the phone isn't on silent by checking the volume level.