There were licencing issues for Redhat to bundle in mp3 support on the
CD version of version 9.0 So they didn't. But they do provide it and
an RPM (a package that you install) to give you mp3 support
Go here:
http://havardk.xmms.org/dist/xmms-1.2.7-rh8-rh9-rpm/
download the first rpm package (remember where you put it)
~$> cd to that directory and do (from a command line)
rpm -ivh xmms-mpg123-1.2.7-21.i386.rpm
And listen to mp3 to your hearts content!