I use the volume control applet provided by xfce4-xfapplet-plugin now that the plugin in xfce4-mixer does not work (in Gutsy). You can install even many of these, e.g. one for capture. (Mute did not work for capture like unchecking activate in qamix, though.) Changing themes might have something to do with the failure in adding xfce4-mixer's volume control to panel.
I use the volume control applet provided by xfce4-xfapplet- plugin now that the plugin in xfce4-mixer does not work (in Gutsy). You can install even many of these, e.g. one for capture. (Mute did not work for capture like unchecking activate in qamix, though.) Changing themes might have something to do with the failure in adding xfce4-mixer's volume control to panel.