I have always had the issue with sound. I can listen to some music loud but others not at all. It's the same way with tv and even people talking. I usually step away for a few minutes and attempt to come back or avoid the situation all together. I'm sure either way is correct but it works for me.

I often get overwhelmed at the movies, I have discovered that it could be the volume. If that is also the case for you I would suggest high-fidelity ear plugs. I got a pair for concerts and absolutely love them. It's just like turning the volume down.