Controlling headphones volume through my TV?

[CRTGAMER]

and set it to "external audio"

There's your problem. That isn't a headphone jack, it is a 'line level' output intended to be fed to an amp. It is supposed to have the same standard output level all the time.

On some TV audio settings, there is a fixed or variable setting for the audio RCA jacks output. The RCA output won't be enough to power the headphones to full volume, the reason why an amp is needed.

My headphones go through an RCA jack into the normal headphone input (on the TV) and ones you see in stereo's, computers, etc.

@ Xeogred - Some clarity needed here. Is it plugged into a dedicated headphone jack or the RCA Speaker output jacks of the HDTV? You mentioned in the OP your headphones was getting loud sound. This does not seem possible if the RCA jacks are used unless your headphones have some sort of amp built in.

On my WEGA there is a fixed or variable setting in the audio menu. I use the TV speakers and an external amp setup with the volume set two thirds up. Setting the TV external speaker output to variable allows the TV remote to control volume on both the TV and amp speakers. If "Use External speaker only" is selected, the TV speakers are mute. This will allow a silent room and the headphones to work when plugged into the external amp.

If the TV does not have a variable setting, use the amp volume controls.

[Xeogred]

Actually yeah it doesn't even have a headphones jack. So I've got a female RCA splitter to connect my headphones through. I did notice there's an output for digital audio though.