To hear aMSN alerts while using XMMS (in KDE)
0. You need to use KDE's sound server, arts, which mixes sounds together.
1. Open 'sound server' and ensure that it's enabled (from the KControl thing in the Kmenu thing)
2. Download the arts-xmms plugin and install it. I'm on debian and so got it from the debian site and used dpkg --install. I had to use locate to find the dependency thingies, mostly from /var/cache/apt/archives/.
'locate -i libwhatever' and then
'dpkg --install /location/libwhatever_1.2.3_i386.deb'
3. Open up xmms, enter preferences, and set the output plugin to the arts one.
4. In amsn, go to tools->preferences->others and in the sound server place, highlight 'use a different program' and write in 'artsdsp play $sound' instead of 'esdplay $sound'
5. This is the only time i really use multiple sounds.. I don't know if it will work with games or something.
Sources: Just read the little summary entries on googled search results. :p