There are multiple volume controls, one for windows, sometimes one for your audio driver, sometimes a volume adapter on the speaker itself; if you haven't checked them all do that first.
And like Emerald said, make sure you're plugged in the right port, as if your on a rear/side/subwoofer channel, you'll get really weak audio. Usually the 'right' port for a two speaker setup is green. Also make sure the plug is all the way in, as you can get faint sound when you don't have good contact.
Make sure you have external power supplied to the speakers, they can make some very quiet noise without it (sometimes).