This is covered in your COMAND manual (for the '01), which I presume you don't have, since you're not reading it. You can download one at http://home.earthlink.net/~phdwebsite/comand_manual.htm
While navigation is active, you use the normal radio volume control either on the steering wheel or the COMAND unit. Both will work. If you can't adjust it quickly enough (while it is providing a command), hit the RPT (repeat) button and then adjust.
I have had the message you described on occasion; shutting the ignition down and re-starting after a short wait (30 seconds or so) re-booted the system.