When I try playing an MP3 in XMMS I can see that the file is actually playing, but I don't hear anything come from the speakers. The volume slider on xmms is all the way up. I have also tried several other applications, and KDE's "test sound" button but never hear anything. I recompiled the kernel and selected my sound card to be compiled into the kernel. I am a complete newbie to linux. What am I doing wrong? Was I supposed to configure the sound seperately, or would that have already happened during the installation of linux?

The sound card is built into the motherboard (mobo is the MSI K7N2 Delta).

In KDE - what are your kmix settings like

Volume
PCM

(for example)

OMG the volume in Kmix was all the way down! I had never even run kmix before. I feel like a total idiot for not figuring that out myself. I have sound now although my mp3's don't play as clearly as they do in windows.

By the way since the sound relies in programs like kmix which only exist in KDE, does that mean that I will only have sound in KDE? What happens if I try to run xmms from Fluxbox or something like that? Sorry if that's a dumb question, I'm very new to linux.

you should see a program called "aumix" (command line) on your machine.