Not sure, but you probably need to have ALSA (Advanced Linux Sound Architecture) installed and configured (I think you can use the command alsa config for this). Then go into the settings for your music players, as well as desktop environments like KDE, and make sure that each app is using its ALSA driver (as opposed to using something like OSS or direct control of /dev/dsp).

I don't have this setup myself because I don't really need any additional sound capabilties, but ALSA is generally what you need to mix sounds from multiple sources.