I am not aware of any probs with XMMS and KDE (I dont use KDE),
If you really must use KDE, try using the osd output plugin
but in GNOME it sounds like you are using Esound (enlightened sound), in which case you need to install the xmms-esd or xmms esound output plugin.
http://www.xmms.org/download.html
HTH