On the Wiz, volume control is implemented individually by each application, not the hardware or even firmware. So ultimately, any workaround will depend on how the applications/games you run are behaving.
I would try to find an application that lets you control the volume without using the buttons (ie in an options menu etc). The volume settings *may* stick accross applications and maybe even reboots, but it will depend on the applications involved.
Edit: Fixed formatting. Is it just me, or is the quick reply feature broken?