Why RH9 instead of Fedora Core 5?
And yes you can use yum or apt therefor visit http://dag.wieers.com
and get known with Repos and the usage of yum and apt.
Cause either yum or apt will solve your dependencies problems.
Then you'll only have to perform
yum -y install xmms*
and everything for mp3 will be installed including the xmms AudioPlayer.
The same with
yum -y install xine*
You also can have a GUI for this therefor