Why is my guitar quieter with distortion?

-I recently purchased a cheap little Boss DS-1 distortion pedal. It works fine, but whenever I put the guitar into distortion, it's a little bit quiter than it is not distorted. How can I fix this?There's a level knob on the pedal doofus. It controls the volume when the pedal is activated. This is why they make instruction manuals (not that you could have figured this out by spending 30 seconds playing with the knobs).