assuming that you installing this on the redhat 8.0 computer xmms is available as an install option as follows:
Click logo "start" button in lower left corner -> System Settings -> Packages
*you'll be asked to enter the root password*
In the new window that opens - scroll down to Applications. From here you scroll down to Sound & Video and click "details". At the bottom of this new window you will see xmms and xmms-skins. Select both of these to install xmms on you RH8 box. After these are installed continue with the next step.
The next step is to grab this and install.