Depending on the software you are using to burn them but look for an option that normalizes all the audio tracks to the same volume level , may be set low.

Alternatevely try with another burner, i use the windows media, it's probably the worst one but works fine for me , never had problems

You know, I tried that and was unsuccessful. Anyway though, I randomly set the burn speed to 1x and it worked out perfectly. I guess burning it at lower speeds preserves the tracks volume without affecting it.

What burn software are you using? Or are you using a stand alone actual cd burner.