HELP! Sound Volume problems with Sony MZ-Nh700

Hey,
I recently got a Sony Mz-NH700 Hi-MD player (it´s great by the way), but I have a little problem.

When I use SonicStage to transfer the songs it works good, but when i listen to the songs in the MD the sound volume is painfully low. I have to turn it to 28-30 (max) to have a decent sound level.

And the other problem, it´s maybe a related problem, is when i turn on the EQ in the player (doesn´t matter which setting) the sound really get´s annoying.
Not only does the volume get lower than before, but the sound volume goes up and down.

For e.g when you listen to a live recording the sound of the crowd cheering is loud, but then when the band plays it get´s lower. And during to song to, depending om if the drummer plays on the kick or cymbal or anything.

It is really annoying.
How can I fix this? The mp3 and wma´s are ok, it´s not a problem with those it must be something else.

Please help,.
Thanks