You can't lower the volume for all of the clips at once with the Audio Mixer. As I say in the tutorials, the Audio Mixer actually works better as audio meters than as an actual mixer.
If you switch over to Sceneline mode and click to the left of the track header (where the names of each track appears, on the left) you should see an audio slider. As Chuck says, you can use this to reduce the audio of your entire track at once.
But, again, don't trust what you hear. Watch the meters in the Audio Mixer to see if your sound levels are properly mixed.