just type it in an ssh shell, I think. I saw an article , Ill find it.
The beep means it started successfully. Here is a quick howto I found using google, I read it over and it seems it should work.
Scroll downt where it says XMMS Remotely....
Then look where it says using esound over ssh
Math is the name of the remote machine in the example.
Alternatively to configuring apps to use esound, you probably, note I say probably, can use the KDE sound system and set it to esound.
Hope this helps