The volume change is most likely due to a setting in AME. I would agree that bringing in a non-flash video in to Presenter is not ideal. This is because the inline video converter is too simple for my taste, but it can do an ok job if in a pinch. I know there are some good free video conversion tools out there, but I have always used (and liked) the AVS video converter.
As to the video controller/scrubber, I'm not sure what you are seeing. With the published version of your presentation, the video should be controlled with the presentation play bar. The only time I see any other play bar is when you do a slide show (F5) preview of the presentation. But this is not representative of the output of Presenter.
Okay, you're right about the playbar ... I was looking at it in the sync audio preview thing and the clunky one shows up in there.
I'll give AVS a try. Is this the one you're referring to? http://www.avs4you.com/index.aspx
That is the one $59 for everything they have with lifetime support and updates.