i think someone mentioned it before, but if you feel "air pressure" in your ear after you put them in, i find that this makes the music sound much softer and less clear, and if i pull the top of my ear (i cant remember the correct word for it, but the top of my cartilage) and the air pressure escapes, suddenly the music becomes much clearer and louder. Also, if your foamies squish up, sometimes they squish and cover the sound tube opening.
Ive got the same problems with my iems, in that my ears are quite small so its hard to have them fit properly, and my left ear is like fricken deformed inside compared to my right ear because it bends all over the shop.
Hmm, one last thing, ive been letting my mate audition my iems, and he also pumps up the sound much more than i do. ie: i have it on 4-6 out of 40, and he will put it on 10-12... so i think its something you get accustomed to over time, but of course i think its better to start as low as possible. I definitely decreased from 20/40 with buds, to 15 with sharp md33 canal phones, to 8 with the same canal phones about 3 weeks later, and now its at 4/5 with um2s.
Good luck with it!
Terry