These are active studio monitors, which were designed for a purpose -- mixing music in a studio. In any such setup, the speakers are connected either to a mixer or to the line-out of an audio interface, both of which give you dedicated volume control for the monitors irrespective of the volume of the 'source' or the input.
What might be an ideal solution for you -- depending on where you've bought these from and what your intended use for these is -- is to get yourself a pair of passive B2031Ps. They're cheaper, just as good, and plug in directly to the speaker outputs of your amplifier. This way, your amplifier does what its supposed to do -- control how much you want to amplify your sound.
If the above is not an option, the only 2 feasible options you have, in my opinion, are:
a) Buy a CD / DVD player with volume control. I have seen CD players with this feature, but not DVD players. Be sure to check before buying that the volume indeed controls the 'line-out' volume and not merely the headphone volume!
b) Buy yourself a small cheap mixer like the Behringer 502 (its under 50 bucks at Guitar Centre.. the forum didnt allow me to post a link), connect the 'line-out' of your amplifier into the 'CD / Tape in' of the mixer, press the button that assigns CD / tape to Main Mix, and connect the monitors to the Main Out of the mixer. The little main mix button will work as a volume control for your monitors.
What I personally dislike about this route, and also generally using active speakers for such a set up, is that you can't use a remote control like you would for a simple hi-fi or HT system. You manually need to turn on / off each component.
Hope that helps.