My audio has a terrible quality when played in Ubuntu 6.06 LTS using Totem even the wiring is correct!!
This will NEVER happened in Windows XP other than some wiring problem.
Also i have installed the codec for Microsoft but sometimes it CANT play wma files. (Not always but some times)
What should I do???

Linux Is Not Windows.

perhaps you should be more upset at Microsoft or the content publishers for the closed nature of their player and content. The codecs are made by people who reverse engineer proprietary programs, you can't expect them to be perfect all the time. Your other option is to get coding, by the way I know that I sound mean, I'm not trying to be, I'm just trying to bring to your attention that using an open source program to play proprietary media files will result in some problems, simply because companies don't want to release full documentation on how their programs work. I would also think about upgrading to the latest possible version of the codec, (probably NOT the one in the package manager) find it on the web, download it and follow the instructions, that's my best idea for you