Aye! lets begin!
for xine you could use the rpms provided with your distro it is the easiest way to install xine 4 a noob. or if u feel adventoures u could try these
http://cambuca.ldhs.cetuc.puc-rio.br/xine/
as for ur headphones mmmmm u do get sound from ur speakers?
I think fedora uses alsa so in a terminal type alsamixer
what desktop are u using>
check under sound if it's kde i think its kmix
gnome > volume control
fluxbox _ command line