Please note that Xubuntu comes with very limited multi-media support. The reason for this is that many popular multimedia formats are not free: They are protected either by patent or license restrictions. To prevent problems, Xubuntu ships without support of these formats. Please consider using and supporting open and free multimedia formats such as Ogg Vorbis (Audio) and Ogg Theora (Video).
If, however, you still want to use restricted multimedia formats, you will need to enable the Universe and Multiverse repositories (see the section called “Extra Repositories”). You will want to install at least the following packages:
gstreamer0.10-plugins-ugly
gstreamer0.10-ffmpeg
gstreamer0.10-gl
gstreamer0.10-plugins-base
gstreamer0.10-plugins-good
gstreamer0.10-plugins-ugly-multiverse
libxine-extracodecs
ffmpeg
lame
faad
sox
mjpegtools
libxine-main1
With these packages installed, you should be able to play many multimedia formats. Please refer to https://wiki.ubuntu.com/RestrictedFormats for detailed information on getting even more formats to play.