Several people have asked for clarification on using the MPVolumeView, so I've put together a full XCode demo project to show off its usage and features.
Note: In order for the slider to respond to the volume buttons, you need to be playing audio. Otherwise you won't see anything happen.
Here's a link to the project: MPVolumeView Demo.
I included some extra features in the code I hadn't mentioned previously, such as how to change the color of portions of the slider, add icons for "soft" and "loud" ends of the slider, etc.