We don't normally fix issues like this in CentOS ... because we are supposed to track upstream programs _exactly_ ... including their bugs.
Not really correct: I installed the rpm from xmms.org and it works perfectly with /tmp mounted with noexec option. Seems that the xmms compilation or the included xmms configuration are not the safest ones. I didn't try with mplayer, but I guess it's something similar.
If you want to fix it and maintain your own package, I'll try to help :)
OR ... make an entry in the RH bugzilla for RHEL4 and xmms
this should be done .. where exactly can I do this?