Controlling sound volume


It seems that my mac chooses what device to control the volume for arbitrarily. I have a usb head set that is plugged in and sometimes the main sound gets pumped through those so I go to the sound control panel app and set output to line out. Then sounds come out of the speakers except that when I try and adjust the volume I can hear the beeps from adjusting the sound come out of the headset.

Dual 2.0 G5 OS X 10.4.2