ok first off-the aliasing thing-just ignore what i said about it ealier-its a digital audio term which probably has nothing to do with your problem!
so i'll try and make this as simple as possible for you:
1) make sure the file you are trying to play is alright (i.e. it works and sounds fine!)
2) Don't turn any volumes up too much or you will over load things - don't turn up the volume of XMMS all the way, and don't turn up your speakers full pelt either!
3) Now i'm not 100% sure about mandrake (cause i've only ever used Knoppix and FC2/3) - but there is a program called KMix* (you'll have this or something similar), find it!!! in the output section make sure your not overloading anything, and more importantly, there is a slider called PCM (Pulse Code Modulation) - MAKE SURE this isn't turned up fully! generally if you overload this, you'll get a distorted sound no matter what!!
try this and let me know what happens!
* Windows has the same type of program if you double click the little speaker on the right hand task bar it opens a mixer window with controls for overall volume, CD volume, line in etc.