"How easy is it to leave the speakers in their carrying case and still have them connected?"
I am not entirely sure what you mean by that. Do you mean during travel, can you leave the cords connected? You are unable, because they stick out too far, then you cannot close the case.
Yes, when you have Auxiliary plugged in, the volume control still controls the Windows volume, and yes, it affects the Aux sound as well.
If you are using an MP3 player for instance, you can turn down the volume down all the way on the player, and it will not affect the speakers volume for Windows. So if you are say, playing music off your MP3 player, and playing a game, turning down your MP3 player volume will not affect the games volume.
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<Toad772> I don't always drink alcohol, but when I do, I take it too far.