I use limewire to download mp3 folders.I have noticed that the volume level is not the same from one mp3 folder to the other.Is it normal?If not,how can I fix the problem?

Yes, it is normal, because the files are created by a variety of people using a variety of software and settings. I don't know of any players that normalize volume, but there is software that will do it (I think MP3 Gain is a free bulk volume normalizer).