For XMMS support: XMMS, version 1.2.6 or later and glib (-lgtk -lgdk -lgmodule -lglib -ldl -lXi -lXext -lX11 -lm -lxmms)
For listening to songs on a second soundcard during playback on your primary soundcard you need a suited command line tool. By default these can be mpg123 (for mp3 files), ogg123 (for ogg files), mplayer (for flac files) or play (for wav files).
If you want to use the grab and encode script which can be called from within yammi, you need cdparanoia and (not)lame or other ripping/encoding tools, for details have a look at the script "yammiGrabAndEncode" included in the distribution.
Depending on your plugin configuration you might need other programs (such as k3b for the "Burn Audio/Data CD" plugins or cdlabelgen for the "Create CD Label" plugin). See the Yammi plugin page for details.