Those volume boxes are gay. They are nothing more than a volume knob with a capacitor to compensate for treble loss. It will not let you wind up your amp any harder than you can by cranking the master volume and keeping the pre low.
An attenuator really is a great suggestion as they do everything that volume box claims to do. If you dig the tone of your amp keep it and get a good attenuator
On the other hand I'm an Engl fanboy but I've never played a screamer so I can't tell you if it pWnS or not.