Volume resets to super loud when connected to PC

My Shuffle arrived in the mail today and after checking the settings and getting some of my music in I wanted to test it. Thank god I had the brain not to put on my headphones because my ear would have blow off. So I adjusted the volume and was happy. Plugged the thing back to my laptop (Win7) and added more music, didn't touch any settings this time and then started listening again - this time my ear were blown off because the volume had reset back to what it originally was. I have now tested this several times and the volume jumps back up each time.

I have seen people asking about not having enough volume, but for me it is the opposite. Is there a way stop this reset from happening or to limit the default volume the Shuffle turns on at? I don't want to limit the maximum volume level, just want to stop it from being full blast at the start.