I think i find it very simple because Ubuntu is clearly Open Source.
Gnome
>System > Administration >Synaptic Package Manager>
install all the xine xmms and all the plugins
KDE
>Start>Add/Remove>install all the xine xmms and all the plugins
And run any application like xmms, xine, kaffeine, gxine, vlc media player, Movie Player and more
Comment for any questions