It's probably not something that YOU did when (if) you ripped it from a CD. Most of the time the levels are set automatically when you rip a CD, so you shouldn't have to adjust anything.
However, SOME CD's, usually poorly produced ones, are recorded at levels that aren't normal (either too high or too low). When you simply play a CD that was recorded at too high a level, the only thing you may notice is that it seems louder than other CD's. If your equiment has any kind of metering (VU meters) you'll notice that the needles (or LED's) seem to stay in the red more often. There may not be any noticeable distortion at all during playback. But if you try to copy that CD by any means (to antoher CD, to cassette tape, to a harddrive) without adjusting the line levels down, you will almost always get that distortion on the copy, which will show up at ALL volume levels. (some examples of these poorly produced cd's that I've owned were Motley Crue's Too Fast for Love and Scatterbrain's Here Comes Trouble. I also had this problem with Green Day's American Idiot, but that was an album I downloaded, so that may have been the fault of the person who ripped the CD, and not the CD itself.)
Now if you have a CD that you ripped that is causing this distortion, then the only way to correct it is to rip it again using software that offers level controls during the ripping process. Winamp will probably do it (though I havent' tried it). The method for winamp would be to load the disc, set the Output for MP3, and adjust Winamp's pre-Amp downwards a bit before beginning the encoding process. THat's just an example. Different software works in different ways. It's a little bit of a pain in the *** to go through all of that, but if it's an album you really like, it's going to take a little work to fine tune it to the levels that the Production company should have set it to in the first place.
$13 dollars a CD and they can't even record it right.
Anyway, good luck.