Audacious is an amazing player (esp. in WinAmp skin mode – available under View -> Interface menu). One thing that used to bug me is that I wasn’t able to control it “globally”.
For some time I used to control it via Cairo Dock, but since I upgraded to Ubuntu 12.04 LTS the control worked only sporadically.
The solution is very simple, yet for some reason not enabled by default – just go to Audacious’ Preferences -> Plugins -> General, and activate/check the Gnome Shortcuts plugin. This way, any shortcut you define in Gnome’s Keyboard settings will reach Audacious.
Enjoy and keep rocking!