Just got a pair of used MSP5, love them already but I now hate my room :)

What about gain structure in monitors? I have them plugged into my audio interface with nothing in between, should I put my software mixer master to max and keep it down on the monitors, or the other way? (Full speed on ýamahas, keep it down in software)
I will get a small mixer soon for use as a volume control, but I presume the question is still there, when do active monitors work the best?

/Thanx