I just purchased a 2007 Mazda 3 with touring package. When I set my volume to max at 33 it is not very loud. If I put my windows down I cannot hear the radio. What can I do?

 

add an amp.
depending what you want to do, you can put a high pass on the stock speakers and add a sub - though that won't help the volume of the mids / highs.

Adding an electronic crossover, EQ, amplifiers, seperate sub is needed to improve on the stock system significantly. I've heard people putting different speakers in only that they say helped a lot - though i think this would help with sound quality far more than volume.
The good part is you have a seperate sub amp already, and that may be a limited frequency range already - so no crossover needed for the sub.

You would be suprised how noisy the outside wind is though, my RX7 had a 75WRMS 4 channel amp driving 4.5 & 5.5" speakers, then a sub amp - and that you could hear about the same as outside noise when going 60... which can also make you deaf in time.