Cannot modify volume using headphones while charging

I have a weird issue:

At work I use the Desire as an MP3 player, and I like for it to charge it's batteries at the same time. However, when doing this the Desire plays the music VERY loud, and I cannot control it - at least not by any means I've found (including ofc the volume buttons on the side).

When I unplug my charging cable, I can control it just fine using the side buttons. Weird, I think.

Any had any similar issue, and maybe even a possible fix?

Thanks.