Ok. I figured it out and thought I would post it for anyone who was wondering the same thing.
What I was doing was editing the file type in Konqueror .... edit > edit file type ... adding "Audio Player" and moving it to the top of the list. This made XMMS (Which is Audio Player in the menu) the default app for MP3's. Click on a MP3 file and XMMS would come up. So far so good.
The problem was that it used the default command line for Audio Player which was "-e %F"
This is what caused XMMS to open and choose the next song in the list instead of just playing the song I clicked. When I removed the switch it started playing only the song I selected just like I wanted.
Life is good.