There is such a bar. All EU music equipment comes with an volume limiter, which basically means the highest volume isn't really the highest. An American iPod at full volume would be louder than a Euro one at full volume.
Chrislad, go to www.creative.com. Select the American site (not the European site!), and go to Support section. Follow the links from there and you'll download and install the US, not the EU, firmware update.
Two things: you might have to wipe the existing firmware (can't recall now cos it's ages since I did mine) before loading the new - unless the FW number is more recent than the one already on your player. And make sure you've attached the AC adaptor and USB cable first.