Mac: The volume keys on a Mac keyboard and an Apple Remote only changes the system volume, not the volume in iTunes. If that's a problem for you, iTunes Volume Control is a simple little app that changes that behaviour.
If you listen to music on your computer a lot, you know it's frustrating that your media keys don't control iTunes. This is especially the case if you use AirPlay devices to send your music to other speakers. So, as the name describes, iTunes Volume Control changes the default behaviour and just sets the iTunes volume when you hit the volume keys. You can easily enable or disable the app from the menubar, or even set a modifier so it only works with a shortcut.