I'm guessing you have a home theater system.
Home theater systems use the center channel almost exclusively for speech. That is why when something loud happens, it seems much louder since all the speakers are being used rather than one. In order to remedy this situation, I suggest messing around with the presets until you notice the speech being significantly louder or better yet, going through each speaker and customizing the output level yourself. For instance, out of a possible 10, a good movie setup would have the right and left speakers at 5, the center at 10, the back speakers at 7-8, and the sub at 4-6 (depending on how big it is). If you have a 7.1 system, put the side speakers on the same level as the back speakers.
That should solve your problem.