Are you refering to a bluetooth headset or your earphones?
Let us know
To be honest most 3G owners compain that hte volume on the built in earpiece is too low, however you can try a couple of things which may improve your volume, The first is to remove any screen protector that you may have installed as they can reduce the volume.
The second is to make sure you have the latest firmware from Apple loaded via iTunes.
The third is to try turning sound check off in the iPod settings page by going to Settings then iPod and and sliding Sound Check to the Off position, Also when you are on this page make sure that Volume Limit is also turned off.
If none of these help then it may be that you have a bad speaker which would necessitate you taking the phone back to Apple or an ATT store.
Let me know if any of these suggestions help or not.