Need a Amp with Volume Control

Your TV has fixed, variable and Toslink outputs on the back of it. You may have to turn those features on using the on screen menus in order for them to work.

As I said "most Sony TV's", however the KDL-S4100 has only fixed analog audio out and digital audio out. Therefore, you are correct with your original question. If you use the analog audio out, a NAD C 316BEE should work well unless you have very inefficient speakers.

Where did you get this info from?

According to the manual (http://www.docs.sony.com/release/KDL40S4100.pdf) the output volume is fix.

I also couldn't find any setting in the menu to change that :(

Please let me know if I'm missing something

I just did a search for your model tv and found a picture of the rear panel. It showed fixed, variable and toslink. I'm pretty sure its the right model but here's a link to the picture. https://www.google.com/search?q=Sony+KDL+40S-4100&client=ubuntu&hs=Rxr&channel=fs&source=lnms&tbm=isch&sa=X&ei=KBdPUuLEDoW4qAG0voCoAQ&ved=0CAkQ_AUoAQ&biw=1366&bih=625&dpr=1#facrc=_&imgdii=_&imgrc=sAzJWWFxaQdwIM%3A%3BlS3KV_gTAZen_M%3Bhttp%253A%252F%252Fswotti.starmedia.com%252Ftmp%252Fswotti%252FcacheA2RSLTQWCZQXMDA%253DVGVJAG5VBG9NES1UDG%253D%253D%252FimgSony%252520Bravia%252520KDL-40S41004.jpg%3Bhttp%253A%252F%252Fswotti.starmedia.com%252Ftv%252Fsony-bravia-kdl_40s4100_17326.htm%3B1000%3B639

Zd542 is wrong, even the picture he provided in a search shows only "fix". Also, the manual states fixed with no option to change.