Go to your hard drive /Library (the main library folder), then open the preferences, and find the file com.apple.BezelServices.plist, and trash it
also com.apple.audio.DeviceSettings.plist, and trash that.
Go to your own user/Library folder, then preferences folder, and find the same com.apple.BezelServices.plist, and again delete that.
Again, find com.apple.systemuiserver.plist, and delete that.
That should do it after the next step, restart your Mac.
Repair your disk permissions after that install...
If that doesn't get the volume keys working, download and reinstall your current combo update for OS X, whatever version you have. Tiger 10.4 would be this one -
http://www.apple.com/support/downloads/macosx10410comboupdatev11intel.html
this assumes that you have an Intel Mac. If you have a PPC Mac (G4, G5) then you need this one -http://www.apple.com/support/downloads/macosx10410comboupdateppc.html
hope this helps you...