Nice reply...but
since this is the cool edit forum, all you have to do is...
1. go to the edit view part of cool edit and then go to file (load up the songs/music that you want) then if you look you will see under edit group waveform normalize. That should help bring all the music to the same level of loudness..
2. you could always load up each track in the multi track view and put them all on the same track (one after another) then push the out button on that track and create a new bus with compression. It'll basically do the same as normalizing just less desrtuctive to the tracks. save the compressed tracks but don't save the session.
*Note- save the tracks as something else from their originals, that way if you don't like what you get you can always delete what you get and start over!
I hope that gives you a little help