Hello,
Synaptic is much easier to use since it appears your having problems with the command line. you will find it in your system menu folder when you click the ubuntu start button. Simply enter your userpassword and search for XMMS

I may be mistaken but i thought i had XMMS right out of the box. Check your multimedia sub menu on your start menu.

Automatix is a good package if your setting up your system
http://ubuntuforums.org/showthread.php?t=138405