First post... I've had similar problems with XMMS player. Sometimes it works, sometimes not. I'm new to Knoppix (first time with Linux was this week!) and was listening to mp3's on XMMS, worked fine. Then I was trying out some of the other players on the LiveCD (4.0.2) and when I went back, it quit working. It would just freeze up. I had to run ksysguard from Konsole to kill it.

The way I fixed it:
Open Control Center from the Knoppix menu
Expand 'Sound & Multimedia', and select Sound System
Place a check in Enable Sound System

Now XMMS works. Not sure what caused it to disable, or what really happened, but it stopped it from locking up and now works fine.