About
XMMS is a Winamp-lookalike. Before installing XMMS, I would recommend a peek at ["BeepMediaPlayer"] wich is a fork of XMMS using GTK2 - meaning it looks like Ubuntu usually does. Open File-dialogs in XMMS isn't the most beutifull thing availible....
These instructions are from [http://www.ubuntuguide.org the Unofficial Ubuntu 5.04 Starter Guide]. Go there and donate 
This should work with breezy and hoary. It probably needs the universe repos: ["AddingRepositoriesHowto"].
Getting Multimedia Codecs
The Guide recommends:
sudo apt-get install gstreamer0.8-plugins sudo apt-get install gstreamer0.8-lame sudo apt-get install gstreamer0.8-ffmpeg sudo apt-get install w32codecs sudo apt-get install libdivx4linux sudo apt-get install lame sudo apt-get install sox sudo apt-get install ffmpeg sudo apt-get install mjpegtools sudo apt-get install vorbis-tools gst-register-0.8
However, Lame libdivx4linux, w32codecs, gstreamer0.8-lame and mjpegtools were provided by mirrormax and I don't think they are availible in the common repos. Have a look at ["RestrictedFormats"]. These should be in multiverse/universe though:
sudo apt-get install gstreamer0.8-plugins gstreamer0.8-ffmpeg sox ffmpeg vorbis-tools
Installing
sudo apt-get install xmms
Getting WMA-support
wget -c http://frankandjacq.com/ubuntuguide/xmms-wma_1.0.4-2_i386.deb sudo dpkg -i xmms-wma_1.0.4-2_i386.deb
Associate with media files
sudo cp /usr/share/applications/defaults.list /usr/share/applications/defaults.list_backup sudo cp /usr/share/applications/defaults.list /tmp/defaults.list_tmp sudo sed -e 's/audio\/mpeg=.*/audio\/mpeg=XMMS.desktop/g' /tmp/defaults.list_tmp > /tmp/defaults.mp3 sudo sed -e 's/audio\/x-mpegurl=.*/audio\/x-mpegurl=XMMS.desktop/g' /tmp/defaults.mp3 > /tmp/defaults.m3u sudo sed -e 's/audio\/x-wav=.*/audio\/x-wav=XMMS.desktop/g' /tmp/defaults.m3u > /tmp/defaults.list sudo mv /tmp/defaults.list /usr/share/applications/defaults.list sudo rm -f /tmp/defaults.*
Thats it. Have a look at Program -> Sound and Video -> XMMS