This can get a bit complicated:

Depending on how you "changed the volume" it could have either changed the file itself (i.e. a destructive process and the file was reencoded) or just the metdata which means the audio itlsef remains untouched, all that changes is the instruction at what level it should be played back at.

I only ever use MP3Gain to change the level as it's non destructive and can be undone easily. The best thing about it is that is raises the level akin to how we hear so it actually make many tracks the same level as percieved, unlike peak normalisation does.

There is still one caveat though; if you raise the gain beyond what it was originally recorded at, you'll also be including the proportionate noise floor meaning ifit started out a quiet recording but need it louder, you'll hear more noise once the gain is raised.

thanks for the reply.

I always used to use mp3 gain indeed but I think the last time I did the volume change it was with Mediamonkey, is mediamonkey also non destructive?

Have no idea. You'll need to google, I don't ever use anything else than MP3gain.