The default apt-get from 9.04 does not gives me audacious2, so, compiling it myself seems to be the only option.

1. Install the required build lib:
   $ sudo apt-get install libglib2.0-dev libgtk2.0-dev libmowgli-dev libmcs-dev libdbus-1-dev libdbus-glib-1-dev libxml2-dev libmad0-dev gstreamer0.10-fluendo-mp3 build-essential linux-headers-`uname -r` timidity

2. Download audacious2 source:
   $ wget http://redmine.atheme.org/attachments/download/69/audacious-2.0.1.tgz
   $ wget http://redmine.atheme.org/attachments/download/71/audacious-plugins-2.0.1.tgz

3. Extract and build audacious2:
   $ tar xzf audacious-2.0.1.tgz
   $ cd audacious-2.0.1
   $ ./configure
   $ make
   $ sudo make install

4. Extract and build audacious2 plug-ins:
   $ tar xzf audacious-plugins-2.0.1.tgz
   $ cd audacious-plugins-2.0.1
   $ ./configure
   $ make
   $ sudo make install

5. Install EQ presets:
   $ wget http://www.dreamcubes.com/webdrive/eq.preset
   $ mkdir ~/.config/audacious
   $ cp ./eq.preset ~/.config/audacious

That’s it!

The default installation has no equalizer presets, you’ll need to import one from WinAmp or adjust it yourself, thanks to Bryan Murdock you don’t need to : )