Today we checked in to New orleans at 1:15 and inquired if either our flight to Chicago was overbooked or the flight from chicago to smf that left 5 hours later was overbooked and were told it was not. However, when we got to the gate on New Orleans there was a sign requesting volunteers. Since there was huge line we went back to the downstairs check in counter show. The agent there stated they didn't need any volunteers for any of our flights. When I explained that there was a sign at the gate he stated he would put us on the list. But, he stated the chicago flight was not overbooked. In Chicago they originally stated they were not overbooked and that they didn't need volunteers. Yet, right before boarding they asked for volunteers and took our boarding passes wiritng VDB on them. The gate agent stated that we would receive $200.00 each and be protected on the 7:50 flight. Then, they made a final boarding call and stated everyone should be on board. We went up to ask about receiving our boarding passes for the next flight and the agent stated, "Oh we won't need you after all" and had us board. Then, they came on board and took off two people who stated they had volunteered in Philadelphia at the start on their journey. We weren't taken despite being the first to respond at the gate due to the fact the agent in New Orleans didn't think volunteers would be needed and his failure to start a list. Is there any criteria or procedures that the agents should follow? Does your mileage plus status matter? It was kind of annoying that we would have been first on the list if the agent in New Orleans could have spent a few minutes doing his job properly.