its a common theme... low volume after export.
your Master track is what will ultimately be exported. if you're having your tracks mastered (as in sending them to someone) you should have your Master track's volume peaking at around -6 dB to -3dB. this leaves them room to tweak levels (EQ etc.) and then bring the overall volume up to at or around 0 dB afterward... it's known as headroom.
otherwise, the world is your playground... in Live you can have your tracks running as hot (loud) as you can stand... so long as the master track isn't clipping above the 0 dB mark you're good. some tricks people use to get higher volume out of their mix are:
* adding a Limiter to the Master track - the idea being you have your Limiter to keep the track at or below 0 dB. this allows you to raise the volume as much as possible... it can lead to the track sounding a little squashed or parts missing though, so it's a salt to taste thing.
* using compression on the master track (not necessarily recommended). you should read up on compression and experiment with it (especially on individual tracks like vocals, drums, guitar, etc, etc. the ill effects are similar to that of the limiter - but more an even more squashed sound with a huge boost in volume levels...all of which may (or may not) screw your frequencies and/or harmonics to hell.
here's a good site:
http://tarekith.com/tutorials-and-reviews/
the creator is a member of the forum and an all around helpful dude. he masters too, so in the end if you decide that is the direction for you... this at least gives you a reference point.
the only other thing that i can think of (in terms of standard new to Live type questions) is that you might have your export settings working against you. there are plenty of threads on dithering and exporting. Live has material in the manual and youtube is a bad ass resource... the built in Live tutorials are pretty good too.
good luck.