I finally found out how to adjust the volume.
1- Start a movie
2- Go in KDE while the movie is still running (to hear the sound)
3- Open terminal
4- Adjust the volume with Alsa Mixer (sudo alsamixer)
5- Save the configuration (sudo alsactl store)
6- (I don't know why) Go in the KDE's sound setting
7- Change a value and put it back, just to be able to click the "Apply" button and click on it
KDE will restart the sound system and your setting will be saved.
Hope it can help!!!!