You could try using the window-specific settings in kde:
right click on your xmms title bar, and go to "configure window behavior"
select "window specific settings" from the options pane on the left,
click on "new", then click on the "window extra" tab;
change the "window title" option to "substring match", and type xmms as the window title;
next go to the "preferences" tab and check the "keep above" option, and set it to "force". That should do it..hope this helps