The best and most common is most likely xmms.
You don't need to find a new program most likely, Redhat just doesn't install by default mpg123 which is needed to play mp3's in Linux.
If you go to www.xmms.org
they usually have a link to download and instructions to install to get xmms working in the latest releases of Redhat.
Might want to search this site for instructions installing RPM's, they're everywhere and asked all the time.
Also if you scroll down or look here: http://www.linuxquestions.org/questi...threadid=76886
you'll see someone pretty much asked the same question you just asked, which might help out.