Quote:
Originally Posted by Berty
its exactly what zach said
the cd player is plugged into the wall, it can generate a lot more volume (as it is intended to)
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Not exactly. You can plug an MP3 player into the wall as well, but that doesn't change the headphone output. It's not about power coming in as much as it is the power going out. The OP should check the output of the CD player vs the Zune, and this will show why the volume levels are different.
Here's another example: A turntable, which plugs into a wall socket, also requires either a preamp or a receiver to boost the output.