Control volume with proximity sensor

Hi, I'm totaly new to Arduino, I need source of sound which volume can be controlled by proximity sensor. These speakers should be scattered around the room approximately 1 meter away from each other and every speaker should play different sound. As person approaches one speaker, volume should increase. Is this possible to manage with Arduino? If not, any suggestions are more than welcome. Budget is not an issue, at least in this primary stage of development. I just need ideas on how this could be achieved.

Hi Bezbeli. I'm doing something very similar to what you are. My project is for a sound art exhibition. I have a DIGIX board and am playing wav files from a uSD on the on board SD card slot and want to control the volumes of several different pieces of music/sound according to where the participant places their hands. I have had some success crossfading between sounds and am currently working out how to filter ourt noise and make the crossfade smooth as at the moment it is a bit rough.. if you want i can post the different bits of code or give a more detailed explanation...
let me know.
cheers.
steve (london)