This is a known problem with edgy, https://launchpad.net/ubuntu/+source/xmms/+bug/63144
I just tried starting it with the script on that page;
export XLIB_SKIP_ARGB_VISUALS=1 && xmms
and then clicking on Double size and it work's fine for me
Also have created link on desktop with that in command line,and it works fine, and after changing to double size, the next time I open it it is still double size.
Hope that is of some help
This is on a KDE desktop.
Regards - Nick