As Kim suggests, make sure the volume is turned up on your device. Also, are you sure the iPhone/iPod isn't being connected via the docking connector, this will provide a proper line-out. I'm not sure if the socket does any kind of cleverness – it does on my MacBook.
Annoyingly, I have a nice Logitech Bluetooth adaptor for my stereo system, but I have a similar issue where I have to turn up the volume massively on the amp. Which I then forget until I turn the radio on the following morning for a very loud GOOD MORNING moment. I presume it doesn't pump enough magic volts into the aux holes on my <cough> very high end Aiwa stereo. Don't knock it, it's about twenty years old but you can change the colour of the display (currently configured to be putrid puce).