fixing volume issues on an mp3 file

I wish to alter the volume level of audio files such that the changes I perform are reflected in the actual file. I know I can adjust volume in iTunes on a per-song basis but that's not what I want because it does not affect the file. It only affects how iTunes handles the file. I need for my audio files to be handled by more than just iTunes. For example I might burn a playlist to a CD with tracks from numerous artists. iTunes does not embed and volume adjustments I might make into the file which means the file burned to a disc does not reflect those changes either. I don't want a workaround scheme. I want to fix the problem. I downloaded the free version of an app called MP3 Gain (from the App Store) but it does not appear to work.

1) I don't hear any difference between the edited file and the original.

2) It does not appear to be manually adjustable. It appears to be an automated system which gives me no control over how much adjustment is being selected or performed. That won't work for me.

I've noticed that if I "Get Info" on the file from within iTunes I can see what I must assume is metadata that is not visible if I "Get Info" from within Finder. Someone has clearly adjusted the volume of the file (it certainly wasn't me) and it's not something that is related to settings within iTunes. I want to change the volume level of the file and MP3 Gain has so far not been the answer.

Suggestions are welcome.