He's asking about inline controls on the headphone cord. ?Vol and single button playback control.
The problem is there isn't a 'standard' for this. It's mainly Apple's way, or some other way, so headphones with inline controls for "Apple" won't work on WP. Android by default won't support "Apple" headphones either, you have to install an app to translate the control pulses to adjust the volume.
The Nokia branded headphones obviously will allow volume control, and I have found the newer headphone/earbuds that come with the Samsung Galaxy Note phones also work with WP. But the Samsung earbud inline controls are so bloody small, you need child fingers to work them.
Now if someone figure a way to write some code that allows "Apple" inline control headphones to work with Windows Phone.... That would be AWESOME!!