Many times brass players, especially the horns, are dealt with the problem of being too loud. The balance of an ensemble is crucial, and the person with the final say in the matter is the conductor.
"Never encourage the brass."
"If you can hear the brass and woodwinds, they are too loud."
-Richard Strauss
Before we get into the topic, the first thing to remember when a conductor tells you to quiet down, or any other comment, is that they aren't insulting you. I see so many musicians receive a simple comment such as, "that rhythm needs to be more subtle." The conductor isn't saying, "I disprove of everything you're doing. I dislike you as a person, and I merely wish to embarrass you in front of the entire group." They are just doing their job, which is finding errors and fixing them. Once you get to the point of accepting these changes, without taking offense, the relationship between the ensemble and the conductor immediately gets much better.
Now that's been said, let's get to the original issue... actually making the changes and making the conductor happy. Many of us have spent more of our time working on solos by ourselves, instead of ensemble pieces with an ensemble-- especially in our younger days. This causes us to critically listen to soloists more and develop a sound more like theirs.
Now is anyone seeing a problem with that yet? Soloists have created a sound that allows them to be heard somewhat separately from the rest of the ensemble, even without exerting more energy. This may be good for them, but for a member of a section this spells disaster. In a section your role is to blend with everyone else and create one cohesive sound.
In conclusion, the conductor may be giving you the hand to play quieter and quieter but the problem lies instead in your tone color. When playing in an ensemble try to work toward a sound that is still rich and vibrant, but doesn't "pierce" through everything else. Then if you're a principal player, you just do the slight adjustment back into a more piercing, or soaring, sound for solos so you're not overexerting yourself in these sections.
This may be a controversial topic, and you might have your own tips or tricks that work wonders. Please don't hesitate to voice your thoughts!

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