I have 64 bit Ubuntu 10.10 installed on my laptop. When using the default Gnome desktop the volume wheel on the side of the laptop correctly controls the audio volume. However I quite like using XFCE so I have been booting into an XFCE desktop instead recently and I noticed that the volume wheel doesn't work for this desktop. I turns out there is an additional package to install that is not included when you apt-get install xfce4 and this is xfce4-volumed. As soon as this daemon was running, the volume wheel operated as expected. Excellent!