Audio Trouble

I guess I don't get Linux audio yet. I don't want to set unrealistic expectations, but I think they've been set pretty high by the way Windows handles things. Here are my problems:

Only one app can use audio at a time. Once I start XMMS, I can't hear the sound in a google video, or the audio from Skype. I should be able to hear all at once, or pause one to hear the other. As it stands now, I have to stop both applications (XMMS and Firefox, for example), and then start up the one I want to hear.

When I start programs, they sometimes can't grab the audio device. I have to hit play 3 or 4 times before it works. VLC doesn't give me an error; it just plays silently. XMMS asks me to make sure that no other program is blocking the sound card. Audacity doesn't work at all. Should I expect to be able to hear multiple sound sources at once?

I have this cool USB headset that I'd like to use with Skype. In Windows, I plug it in before I start a call, and everything is great. In Linux, neither the headphones or microphone work. I found a post in the Ubuntu forums, but this switched my audio to the headset full time. I still want to hear my music from the speakers and just switch to headphones when needed. The post's suggestions don't help with the microphone.

Anyone have any suggestions? Configuration changes, software suggestions, and sympathy are encouraged. Operating system flame wars are not.


UPDATE:

OK. I based the above comments on my tests a couple of weeks ago. I thought I would try things again today, and the headset is working differently than before. When I plug it in, I am prompted to go to the audio preferences and set the headset as the new default if desired. I do, and the system sounds start coming though the earpieces. I fired up Skype and had to change the audio device, and the test call worked great - both audio and microphone. XMMS and others still come through the speakers. Audacity now works, but in the speakers with no microphone, and still only if XMMS is closed. It's odd that XMMS and Audacity don't seem to have a way to change the audio device. If I unplug the USB headset, the audio device in preferences is set to nothing. When I set it back to the sound card, the system sounds return, but Skype won't work.

So, I guess the USB headset sort of works how I need it, although not how I expect it to. Still, the 'one at a time' thing is a problem.

OK, now Skype and the system sounds are gone. I suspect it's because I played a Google video. I'll close Firefox after I finish this post and see if things change. Pretty squirrely!