Movies generally have a wide dynamic range so that loud action scenes are very loud. You don't want your normal dialogue to be at the same volume as your explosions, unless you're watching at home with the volume down.
If you have a nice 5.1 setup, try boosting your center channel, too. That might help.
I have the same problem and I have not fixed it yet because I have yet to purchase a sound system with a center channel.
Any half-decent A/V receiver has this option. My Marantz receiver for example can scale the compression automatically depending on volume. The more you turn down the volume, the more it will compress, if you turn it up to max there will be no compression.
Is this not the most common scenario, though?
Super high dynamic range is great in a cinema but terrible if you're watching at home and want to hear the dialogue but also not wake the neighbourhood when it flicks to an action scene.
It sometimes end up slightly unnatural, but it beats having to constantly change the volume throughout a movie - something I didn't do too well anyway, evidently.
I still prefer the media to have better dynamics and have control over how much compression I want to apply.