Go here: Basic Car Audio and read the relevant sections on amps and gain. Basically the gain is just a volume adjustment. Your Sony was louder because at the volume you're comparing, it was outputing a higher voltage than the empeg. If you have a sensitivity adjustment switch on your amp you can try putting it to its "high" setting if it's currently on "low"

When adjusting your gains and sensitivity, you're trying to set everything up to maximize (maximise your usage anyway) the output of your amplifier's power (not allowing it to clip) without causing distortion at the speakers by overdriving them. Turning up a gain does not increase the power of your amplifier, but it allows you to use more of its rated power than if you had it set too low.

Again, read the info at the site above. It's one of the best resources on the net for this type of info. Not the only place, but a very good place to start. Oh, there are also a number of ways people will suggest setting the gain of an amplifier. Some people use test tones and meters while others use only their ears and an initial head unit volume setting of around 3/4 (adjusting gain until speakers distort and then backing off a bit). Settings like EQ and Bass boosters will affect the point at which distortion happens of course.

Bruno