You must open the Digigram control panel (I forget what Digigram calls it) via the icon in the icon tray. Make sure "Analog" is the source in. There will be faders there so that can be used to control the input volume. However, I usually left these at factory settings and used the WinXp interface to control input volume.
To access the audio panel in WinXP, go to Control Panel>Sounds and Audio Devices, click on the 'Audio' tab. Under "Sound Recording," make sure that the VX Pocket is selected (I think it says something like "VX Pocket #1"), then click on the "Volume" button in the "Sound Recording" section. This will bring up a set of faders that can be used to control input levels as well. This is where I adjusted the input volume on analog inputs.
IME, depending on your source, you may want a preamp or attenuators in line to help reduce chances of brickwalling.