I was about to start a new thread about the Shure attenuators. Don't buy them. They change frequency range audibly when going down. The UE attenuator seems to be better quality (despite me having had two defective ones in a row). My second defective one just swaps left and right channels, but you can still tell sound quality, and it's neutral compared to Shure. Shures just make the thing sound bad, and mute the high frequencies if you go down a bit.
If anyone wants to try, do this. Play a good quality song with good mids and highs (maybe it's better a song rather than a classical piece, since songs are more consistent). Put the attenuator on the highest, and then raise the volume of your device while lowering it on the Shure attenuator. You'll notice it. I was hating my Shure E500's because of this (cause they're so sensitive, I always have to use them with the attenuator). I wonder how many who are sick about the "rolled-off" highs of the E500/E530 are actually using it with the included crap attenuator.
I am getting an extra UE attenuator. Volume control is not that useful, and if it's gonna compromise sound like that I won't take it. Earphonesolutions told me by mail that they can sell me the part for $10, without the pick and the 1/4" adapter that comes with the usual kit.