Is it possible to apply mp3gain several times on the same files to adjust the "volume"?

Yes.

P.S.: Of course, the volume will only change if you adjust the target volume.

Conclusion?
I won't fuck up my mp3s if I play around with MP3gain to adjust volume?

Correct.

Correct, and you can prove it to yourself.
Make a copy of an mp3.
Load the copy into MP3Gain.
Use "Constant Gain" to adjust the gain +4.5dB
"Constant Gain" again +3.0dB
"Constant Gain" again -9.0dB
"Constant Gain" again +1.5dB

If you add all those dBs together, you'll see that they sum to zero. And if you now do a binary comparison between the original and the multiply-modified file, you'll find that they are exactly the same.

-Glen

you can lose the relative volume information, though, if you care at all about that. i think there's a way to export the log before you apply the gain settings, however. therefore, if you radio gain an album without making a log first, you will never be able to album gain those files without first getting either the source file or the log information from elsewhere.

edit: well. you can album gain them... but it won't do anything.

I actually use radiogain only for a couple of isolated files, albumgain is the way to go as it preserves the album's original loudness!!!

do not use mp3gain on classical music! you'll screw up all your mp3's. it seems that "dynamics" in classical music are too high. trying to aplly album/radiogain will make most of the files clip all the way...

Only if your "Target Normal Volume" is too high.
That's why 89dB is the default, even though people who mostly normalize their modern music think it's too quiet. Most music will not clip at that volume.
In fact, the original level was 83dB, but nearly everyone complained that it was too quiet.

http://privatewww.essex.ac.uk/~djmrob/repl.../faq_quiet.html

Oh, and just so everyone's clear: if clipping appears in your mp3 because you used MP3Gain to increase the volume too much, then lowering the volume using MP3Gain will make the clipping go away.

-Glen

Thanks Snelg for your explanation.

I find it weird to lower even more the target volume for classical music. At the end there won't be clips anymore, we agree about that but the volume will be extremly low. Much too low. Lower that the old 83db default!!!