Ok, new to Xfce and still figuring things out. I haven't found how to increase and decrease volume using the hotkeys (on mine it is F7 for mute, F8 volume down and F9 volume up). It works fine in KDE. I did have to add the sound applet to the panel, but I still don't know how to bind the hotkeys to make them work in Xfce. So far I kinda like Xfce, but will surely like it more when I get better with it.
Help is greatly appreciated. Soon I'll figure out how to change themes too