It's supposed to remember the DC volume level at which the player was last shut off (either yanked out of the dash, or ignition shut off and the timeout expired). It's supposed to be completely unrelated to anything you've done when the player is on AC.

1. Remember that it saves the AC and the DC volume settings separately. Are you expecting the DC volume level to be the same as the AC volume level? It's not.

2. Are you sure you're not just turning the volume down before you take it out of the car?

3. Is the volume the only thing that's reset? If you are also losing other settings, such as the balance, fader, its song position within the current playlist, and anything else that's stored in flash memory, then you're getting something very strange going on where it's losing all flash settings. That's not good.

4. Have a peek at this.

5. The latest version of Hijack lets you set the power-on volume. It's a feature that Mark implemented at my request, but it should be deactivated by default. Have you accidentally used that feature to force it to boot at zero volume? I think the options are "Use Current Volume" and "Use Previous Volume". Make sure to set it to "previous" (or whatever the option is) in order for it to work normally.