About gkerllm... unless you find a .rpm designed for your distribution, you can download
from : http://web.wt.net/~billw/gkrellm/gkrellm-2.1.24.tar.bz2
the source code.
Then you go to a terminal and
tar -xvf gkrellm-2.1.24.tar
su -c 'make install'
That will have it installed.. most likely. You should read the README or any other kind of documentation for more information.
About xmms, there is no way it can search through your hard drive to add mp3s. You must select directories or files by hand. You could try selecting / as a directory to add. Maybe all mp3's will be added (don't know)
Given the fact you have mandrake 9.2 you should have ntfs read mode enabled. Try mounting it by typing :
mount -t ntfs /dev/hda1 /mnt/windows/
where hda1 is the name of the partition where you have WinXP installed. Once you are done with that, you will be able to access your drive, but not write to it.