Once you've got the repo in, you just go through installing packages through the app manager. Start with xmms; that should be sufficient to get up and running. Once you've got that, I highly recommend at least installing xmms-control; this allows you to use the same command to start xmms or to recover it from minimized:
Stuff that in some convenient method of launching... (Personal Menu or osso-statusbar-cpu are my picks.)

(If that's not helpful, you'll need to be more specific about what trouble you're having...)