I assume you are using the original sharp rom and not openzaurus sence you are posting this in the newbie forum. If this is the case then the following should help you:
Have you tried linking something manually? Sorry, I don't have a clue why linking doesn't work. You installed them as root right? Anyway, here are some thoughts on the programs you are installing.
XMMS: the xmms packages are not for the sharp rom (at least the latest xmms). Though, it is possible to get it working by following the wonderful howto written by cmisip (thank you so much cmisip).
It can be found here:
http://cmisip.home.insightbb.com/zaurus.htm It is quite a ways down the page. For the most part this howto worked for me.
zethereal: I dont remimber having any problems installing that ipkg BUT, that version of zethereal never worked for me (that ipkg is v1.0). I found zethereal v0.9 which works on my zaurus. It wasn't in an ipkg so I had to just copy it to the /usr/bin directory and 'steal' the icon from the v1.0 package. And of course meet its dependencies. I don't remimber where I got v0.9 from so if you want it just let me know and I can email it to you.
I have never tried konquiror.
If you are using openzaurus (you should have said so in the first place) then desregard all that I have posted.