If you want your record to be as loud as possible you have to work it like that since the begginning (yes, in songwriting). You have to distribute well instruments. Example: If you have waaay too much bass compared to your treble, then it won't be as loud as possible.
Apart from that, I know really loud albums (like audioslave and stuff) are compressed like hell in every step of the process they can. Example: You connect your guitar to a pedal compressor, then to an amp to get distortion (distortion compresses a lot). Then pass the mike through a compressor before recording it on tape, which also gives some compression.
Then while mixing it, compress it again and maybe use a limiter.
And then mastering of course.
The part of the process in which the volume is raised more is in the mastering.
Mastering is VERY COMPLEX!!! and I wouldn't recommend someone with not much experience to try to master it. Most likely it will end up sounding worse (I have been there...)
But for now you could try the Waves L2. It's a limiter plug-in that works very nice and easy. You have two parameters: Threshold and........ crap, don't remember how the other one is called.
In threshold you select where you are cutting your mix. If you mix had peaks at -6 dB and you set the threshold at -10dB then NOTHING will go beyond -10 dB, and the peaks will be compressed the hell out of it.
And the other control is your max output peak.
It's a good idea to leave it at -0.1 or -0.2 dB (and not 0 db). Since most audio programs consider two consecutive samples of 0dB as a peak saturation (which is'nt true).
However, don't smash it!!! Try to get it to limit no more than 3 dBs on hard peaks, and on VERY hard peaks, 6 dB.
Of course this is just a base. Experiment.
And yes, direct links always works best
Edit: Also you could use a more illustrating title like "volume and compression" or "getting the max volume out of a mix"