For CD Audio? or for MP3?
For CD Audio, the basic start is to normalize the entire compilation, Or to normalize each track if you aren't concerned about tracks that are meant to be quieter.
For more than that, you are into dynamic range compression - this little freeware one works quite well -
http://www.lanasoft.com/lsamp/index.htm
If the original source is not crammed to peak level already, you can easily get 10dB or more.
Use the slow compressor to gain 7dB, with fairly low compression and a mediun starting level, and then grab another 3dB with the fast compressor.
If there are only a few peaks, then do more work with the fast compressor.
For MP3's, it may or may not honour "replaygain".