Never had a problem playing a music file in Firebird. When you click on a link to a file and firebird doesn't know what to do with it, it will ask you if you want to open it or save it. To open it, simply select the path to the application you want to use. (For xmms, I think it is /usr/bin/xmms.)
If you haven't got the option to open the file, may be you can try to grab one of the latest firebird build? Which one are you using at the moment?
Take a look here for latest builds
http://texturizer.net/firebird/download.html