I finally gave up on Audacious, and installed XMMS from source. There is a good guide at Sartek.net that worked fine, once I cut and paste the commands he gives properly. Don't copy the #, and where he has a /, it should be replaced by the next line before you hit enter.
Audacious is a case of doing more stuff I don't care about, but not doing the stuff I find useful well. The final straw was Audacious inability to delete a file from disk by itself. If you are sorting through a bunch of new downloads that you may or may not want to keep, you have to figure out the file name, then switch to the file manager and find the file. Winamp and XMMS let you select and delete from the playlist.