PCjabber

Here's a modified version of the AutoHotkey script that vitalyb posted above. There are some configurable options — see the top lines in the file.

Default keys are set to F13, F14, and F15 for Vol+, Vol- and Mute (respectively)…I use uberOptions for Logitech SetPoint & set my volume keys to send those F-keys, because SetPoint won't allow AutoHotkey to listen for the Volume_Up, Volume_Down, and Volume_Mute keystrokes (at least on my PC).

CTRL-MUTE (CTRL-F15 by default) will toggle the balloon notifications that you'll get upon changing the volume or muting the sound. You can change the default behaviour for notifications by changing the boolean value in the configuration section. Toggling with CTRL-MUTE will not change the boolean value in the file (so it will revert to the default behaviour on script reload).

ALT-MUTE (ALT-F15 by default) will pop up a dialog so you can change the % of volume directly.

Feel free to PM me if you have questions on configuration or usage, or if you find any bugs. I'd also appreciate hearing any feedback on the script in general! I don't plan to add additional features at this point, but I'm open to suggestions/requests…you can also modify the code yourself (see license below). I've been using the script in its current state for over a month & it works well for me (v0.4 improves the robustness of registration with BAE, and that code has only been in place for a few hours at the time of this writing, but it's been tested & works). I've been using this script since before I first published it in March 2013, and I've fixed all bugs that I've found. Let me know if you find any bugs or want any features added (can't promise I'll add it right away), let me know (…or tweak it yourself, it's open-source!)

This code is licensed under the Apache License, version 2.0. A copy of this license is available at http://www.apache.org/licenses/LICENSE-2.0, and further details of the license are included in the source code.

The AHK file can be downloaded at <http://bit.ly/BAEvolume> (current: v0.5.3).
Readme available at <http://bit.ly/193gqOM>.
Note that you'll need AutoHotkey installed in order to use this script (either the standard or L version will work).

Changelog:
Version 0.5.3 (28 Jun 2013):
* public release
* fixed minor bugs

Version 0.5.2 (23 May 2013) [untested]:
* cleaned up "get volume" code

Version 0.5.1 (18-21 May 2013):
* fixed bug with volume prompt
* tweaked volume prompt GUI
* changed systray tooltip text

Version 0.5 (16 May 2013) [unreleased]:
* added volume prompt (to directly enter new volume by percentage)

Version 0.4 (6 Mar 2013):
* more robust support for registering with BAE (so the AHK script can be set as a Startup item, and it will keep trying to connect with BAE every 10 seconds until it's able to do so, instead of simply not working).

Version 0.3 (5 Mar 2013):
* first publicly-available version
* cleaned up code from v0.2, added more comments