Dude...OP I don't think you are understanding the comments others are posting here. It's not the head unit VOLUME they are asking you to turn up. It's the head unit AUX LEVEL volume. They are different. Volume is turned up by just turning the volume knob. AUX level is turned up through the menu.
You have not replied yet if you checked this. Also why are you taking the radio out yourself instead of having car max do it for free???