I am sometimes frustrated when all I want to do is turn my iPhone's volume up or down but have to first put my password in -- correctly -- to unlock the phone, because the ringer volume controls do not work unless the iPhone is unlocked. Well, fret no longer! I found a simple work around. Simply click 'Emergency Call' on the password screen and adjust the volume to your heart's content. Then with one click of the sleep button and the phone is turned off again.
[crarko adds: I tested this, and it works as described.]
Mac OS X Hints