If you want to go for a cheap solution, don't neeed wireless, and are willing to build some (easy) electronic circuit, then have a look at this page:
It is about a 4-button solution for winamp. It uses the serial port, which is often unused these days, but 4 buttons is the maximum you can do with this.
I once started experimenting getting it to work under Linux, see my page:
This is by no means a plug-in for xmms (yet), but it does read the buttons from the serial port. And it also has a bug, which I know how to fix by now. I didn't have time yet to upload a fixed version. But if you interested I'll fix the bug for you (but not before next week). Just let me know.