How did you install it?
What is the output of apt-cache policy lmms?
Make sure you have all of the dependencies installed, although using apt-get/aptitude to install lmms should install all of the needed depends.
Depends: lmms-common (= 0.4.10-2), libasound2 (>> 1.0.18), libc6 (>= 2.3.6-6~), libfftw3-3, libfluidsynth1, libfontconfig1 (>= 2.8.0), libfreetype6 (>= 2.2.1), libgcc1 (>= 1:4.1.1), libice6 (>= 1:1.0.0), libjack-jackd2-0 (>= 1.9.5~dfsg-14) | libjack-0.116, libogg0 (>= 1.0rc3), libportaudio2 (>= 19+svn20101113), libpulse0 (>= 0.9.21), libqt4-xml (>= 4:4.5.3), libqtcore4 (>= 4:4.7.0~beta1), libqtgui4 (>= 4:4.5.3), libsamplerate0, libsdl1.2debian (>= 1.2.10-1), libsm6, libsndfile1 (>= 1.0.20), libstdc++6 (>= 4.5), libstk0c2a, libvorbis0a (>= 1.1.2), libvorbisenc2 (>= 1.1.2), libvorbisfile3 (>= 1.1.2), libwine, libx11-6, libxext6, libxft2 (>> 2.1.1), libxinerama1, zlib1g (>= 1:1.1.4), stk, wine-bin
Recommends: tap-plugins, caps
Suggests: fil-plugins, mcp-plugins, omins, vcf, freepats
Homepage:
http://lmms.sf.net/