How to permanently increase and decrease levels?

I wish permanently to change the levels, both up and down, of a series of files, and then save the files and burn them to a CD. After three hours going through tutorials etc., I still have not a clue. Please help! Thank you.

  1. Import the files into udacity (WAV,AIFF, MP3, Ogg are the supported file-types).

  2. select the audio - CTRL-A will select the whole project, or cick & drag with the cursor to select portions

  3. use Effect>Amplify (also available are normalization and compressor and envelpe control of amplification)

  4. Export to WAV/MP3 or whatever.