... oh, and Bonzi, thanks very much for the link. Yes, that cable could be a good solution, as it allows you to take the output from the dock connector.

However, I realized I already have one: the external iPod radio is, in fact, also such a connector: you plug the earplugs into the external radio, which is plugged to the dock connector. And... minimal change, close to none. I do hear some improvement, and noiced it since day one not understanding why. But, still very poor quality and low volume.

Other users report the same in several forums. So, I am assuming the volume cap is applied also to the dock connector, since some versions onwards...