Installing xmms2 with NSF support on Ubuntu

sudo apt-get install xmms2
sudo apt-get install xmms2-plugins-*
sudo apt-get install libgme-dev

kill the currently running xmms2d process with kill, then run
xmms2-launcher

To see if things are working, add files (for example .nsf files) and play them

xmms2 add *.nsf
xmms2 list
xmms2 play