You can set the playback volume directly in the Immerse™ with beyerdynamic software. As soon as you open the software, Immerse™ with beyerdynamic is set as you default playback device. Its name should be ""Line 1 (Immerse™"". All keys and dials controlling the Windows system volume will now set the volume of the software. When you close the software the previous default playback device will be restored.
If you have a powerful soundcard, it can help to reduce the volume level of the soundcard in the Windows settings.
You can set it under control panel -> sound -> playback -> select your soundcard -> properties-levels