Need a Amp with Volume Control

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.

Sorry for trying to help.