Pretty new in investing in Belgium as well, but like people told before: Make sure that you take ETF's or funds that are located in Ireland or luxembourg. You'll recognize these by the ISIN code, as they start with IE or LU (or BE for belgian ones). Basicly you'll want a country with which Belgium has a "dubbelbelastingsverdrag" (double tax treaty). With Ireland and Luxembourg being the most versatile and known.
Else they'll withhold taxes in the country of origin, and then the belgian state sees the remaining income still as untaxed income. For example, let's say you get 100$ dividend from a US company. The bank withholds 25% tax (don't know the us rates but for the sake of example) so it sends you 75$.
Belgium now says: yeah you get 75$ from dividends so you still need to pay the 25% belgian tax so you'll get 56.25$ net in the end (and therefor paying 43.75% taxes instead of 25%). That's something you don't want.
Also, if you're going for trackers, don't worry about the volumes too much. Volumes only matter if you have an enormous amount of them and want to buy/sell. Or if it concerns a very small or rare stock.
You'll also want to make sure you know about the costs for buying stocks/trackers/funds. They can be quite high. Cheapest I found (that also provided a lot of different investment trackers, stocks and funds) were Binck and Keytrade, depending on the amount of money you want to invest. You don't want to buy 100€ worth of indexes and then pay a fixed 10€ already on investments cost since that brings your investments on a -10% start. You'll want to save up to 1000€ then and start with a rather normal 1% for example.
Another tip: having a few trackers in euro and a few in dollars is not a bad idea either in the long run. Normally your broker will only pay you out in € at the current exchange rate. Just the same as you want to invest in both EU and US (and Asia/south america and in the future probably Africa). Just to have a wide spread. Unless you really know stuff, don't go speculating on smaller markets/smaller currencies. Especially not as beginner.
And last piece of advice: be careful when choosing your tracker. If you do a search for S&P 500 you get 50 trackers but they are certainly not all the same! Some of them follow the S$P options, others the normal index, ... Just take your time and do your homework to make sure you're not investing in something high risk.
Good luck :)