I think the assumption is that your amp will have the volume control...
The SkeletonDAC - Page 15
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Yes, but truthfully - at the quality level of the SkeletonDAC, I have not found the sound to suffer noticeably by just using the volume control in the media player. I happen to use Foobar2000 for everything and perhaps that's better than most. I don't know about other media players, but I can tell you that when using Foobar, it's not a problem using the Foobar volume with the SkeletonDAC.
When Avro said "... your amp," he was not referring to the built-in amp of the DAC chip. He meant that the SkeletonDAC is typically connected into a separate headphone amplifier.
As I stated above, one of the options is that you can use it directly with headphones (preferrably with large caps on the output to prevent cutting out the bass). So, you could rig up some sort of attenuator/volume pot on the outputs, but truthfully, it's a lot easier to use the media player volume and it's not going to make a noticeable difference with the SkeletonDAC
Remember that you probably paid less than $25 for parts and PCB. The SkeletonDAC gives great performance for its price, but don't expect an audiophile masterpiece.