I thought you had to pass in -19 so the command is nice --19 (two dashes:Bash, csh seems to have different syntax where one dash means negative). Anyway it is easy to verify.
For example, I use
nice --20 xmms
ps -ef |grep xmms
root 4907 1142 0 12:56 ? 00:00:00 xmms
top -p 4907
4907 root 0K -20 10552 10M 5392 S < 0.0 4.1 0:00 xmms
Let's just say that I can do anything, burn CDs at 24, download, compile and run tuxracer in parallel and have never had playback skip.
Redhat supports -20, I have read on google that some only support up to negative 19.
Also, you have to be root to be able to go to negative (higher than normal) priority
(Yes I su to root for XMMS, probably shouldn't, but ....)