Headphone volume adjustment is done by spinning the Headphone Volume Control wheel on the Penrose's left earcup. Software based volume controls such as those in Windows or Mac OS will have no effect when connected over the 2.4gHz wireless adapter, since the computer has no direct connection to the headphones and only sees the dongle.
In order to make volume changes in wireless mode, you must turn the Volume Control wheel on the side of Penrose's left earcup. This is a limitation of the current wireless chip technology.
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