This probably won't help very much, but here's a shot in the dark..
I have a console based MP3player which had some messed up keybindings, like F1 was to switch to a file browsing list, F2 was to load the list and so on. Well I ran a man on the program and found out that I could switch the keybindings. So now I press p to play and so on. I bet there is something similar with XMMS. In fact, I know you can use single keys to control play and such. For example x I think is stop, v is play, and so on.
ANYWAY, to sort of answer your question, the script answer may be a way for you to get what you want. The example would read:
(I am not a programmer, just giving examples from different experiences I have used, so if anyone can clean up, or make my code better, please feel free)
cat > /usr/local/autoxmms << "EOF"
Then do a chmod a+x /usr/local/autoxmms
Of course that's a simple script again. You can get very elaborate if you want. Hope this helps.
Oh, and I forgot to mention the key part of all that. You could make a symlink in a directory in your PATH, something like:
ln -s /usr/local/autoxmms /usr/bin/PLAY
Or something like that, then when you typed PLAY it would execute your script, which would execute xmms -p and start playing. There is probably an easier way, I just don't know it.