you should check your mix at various levels, precisely because of these changes that you hear.
monitor in a comfortable listening level, just make sure you can hear everything, and your not trying to make it sound right with the volume knob.
you need to make sure it sounds good at any level, and that parts don't start
dissapearing when you lower the level.
the bass from a car is a different issue and has to do with the way different wavelegnths (frequencies) behave.
read around in the forums for information on the common topics.