Apple recently added an on-screen volume control. Not that it was too hard to press the buttons on the side of the phone. Although, if you would like to access this new feature, its buried in the user interface.
First double-click the Home button twice, then slide the 1st panel to the right twice. The first panel contains the iPod controls, the second panel has the volume control on it. Move the slider to the left or right to decrease or increase the volume.
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First double-click the Home button twice, then slide the 1st panel to the right twice. The first panel contains the iPod controls, the second panel has the volume control on it. Move the slider to the left or right to decrease or increase the volume.