yes u can install
these are rpm packages
if ur using mandrake then u have option where u can choose (with administration rights) and install these packages
first you download the rpm package suitable one which supports your processor like 386 package supported b most of them or X86 recent processors you can get the packages for a specific distribution from various RPM sites then you can install it very simple by rpm installation command
rpm XMMS.386.rpm -i
In your command prompt
If you get any error message it will be due to library missing or improper version of package.