I would suggest to implement an exception list of applications where Volumex does not handles the volume.
Reason: My favorite Navigationsoftware has a built-in volume control and Volumex overrides this which is not optimal in certain situations... (Sometimes I need to adjust the Volume while driving)
Since the UI work has already be done in PocketShield it would be quite easy to implement and if you are working on the unistallation issue you can extend the code of the keyboard-hook routine to implement the exceptional list.
Thanks,
jko