In Red Hat 9, XMMS is the right program to use. However, because of licensing conflicts, RedHat does not include the MP3 encoder. You must go and download the appropriate RPMS and install them.
Go to http://www.gurulabs.com/downloads.html
and scroll down until you see the MP3 encoder. There will be 3 RPMS to download. Best place to download them is your home directory.
Then RPM each one using rpm -Uh <filename>
You should then be able to listen to MP3s using XMMS.
By the way..this is necessary to listen to the PLS streams that come from most Internet Radio and Shoutcast...etc.