It shows up whether I use the keyboard or mouse keys to change the volume. As stated previously, it shows numbers rather than just a bar. Obviously not that big a deal, just something I'd like to change, if possible.
I have this minor OCD thing where it bothers me to turn my volume to a number that isn't a multiple of 5, which in many cases means I either have to listen to something at a volume that's too quiet or loud, or just put up with the number being at a number that nags at my admittedly ridiculous...