Note: The Screenshots are from my E61 which has the firmware v3.0633.09.04 ...
1) Connect your headphones, open the standard music player and play a song
2) Make a call to a number...this pauses the music
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3) During the call, switch back to the music player(by keeping the menu key depressed) and play the music( Make sure you reduce the volume a bit, cos the intense volume may hurt your ears!!!!...)
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4) However comming to the saddest part, the volume returns to normal once the call is disconnected.... Neway have a look at this Equaliser setting, which I had to use since the volume was way too loud....
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I hope I helped you get the actual taste of the Nokia E61's sound output... The sound you get at the output is two times more than normal....(May be more than that...)