The difference in volume is probably related to the seal you're getting in each ear. The problem of getting the "right" seal is inherent in most IEMs when you first try them out. I'd just try playing about with them (moving/twisting them around) or try different tips. Foam tips, for example, remove this problem since they expand to fill your ear canal.
Personally, I don't really like traditional foamies since I find it too tedious to compress them every time I insert them. Though, I do use Shure medium black foams (also known as "Olives"). These I do not have to compress, I just insert them and I get a perfect seal every time. Might be worth looking in to; I got mine from ebay for something like $14 I think, I can't remember exactly. They're probably the most popular tip used by high-end IEM-users since they're so versatile, relatively cheap, last a lot longer than traditional foam tips (normal ones usually need to be replaced every few weeks, but I've been using the same pair of Olives for a few months) and provide an excellent seal.
Though some find that using foamies can change the sound somewhat. With my Atrio M5s I noticed they became a bit darker and the bass was a littler stronger, but the seal is so much better than what I'd achieved with every other flange-style tips I'd tried.