@Sarincv, Clearly mention which Linux distro you are using?. Also you must install XMMS
or any other package using the distro's Package Manager like 'Adept' in Kubuntu,
'Synaptic' in Ubuntu, 'Yast' in Suse Linux etc.,
Using the Package Manager is the best way. It downloads the dependent packages
first, installs them & installs the main package.
OK, you are using Mandriva 2007 Linux!!
Use rpmdrake to install, remove packages in Mandriva Linux.
$ rpmdrake