Wav Normalizer is a free utility that will let you drag and drop wav files to a list, select a desirable sound level, and change the volume of all of them (normalize them) instantly. If you do the same for MP3 files you must be familiar with MP3Gain, a program that functions in pretty much the same way, but only for MP3 files and with much more options.
Wav Normalizer changes the original files themselves, so be cautious and have a backup of them. Please note that there is no Undo option in Wav Normalizer.
Note also that Wav Normalizer will not let you change volume in relative mode when you have an album and you need to keep volume differences between tracks. If you need album mode in wav normalization, check another freeware called WaveGain.