Ok first off this happens only with Skyrim, no other game I have does this, and it has been happening since day one so it's not to do with updates or mods or anything --

When I log into Skyrim I can't change the sound levels on my computer. I have to turn the sound on or to the desired level before the game loads or else I get no sound, and if I want to turn the sound off or lower it while I'm playing, I can't - I have to exit completely out of the game and turn it down or off then load the game up again.
I don't know if it's an issue with my computer or with the game but It's kinda annoying and I'd like to fix it.

Can anyone give me some advice on the whys and hows?

Thanks in advance!!

edit - I think I could do the volume change from the knob on the speaker set itself but it's way behind the monitor out of reach. I am talking about the sound on/off button and the sound level buttons on the keyboard (Logitech G15). Also, changing the level via the little speaker icon on the bottom right of the monitor won't work either, plus I'd have to minimize the game to access that, I don't play in windowed mode.