XEmacs complains about a few define-key sequences in org-mouse.el.
For example:

  (define-key org-agenda-keymap [C-mouse-4] 'org-agenda-earlier)

These sequences are using a GNU emacs form that XEmacs does not support.
I've patched it like this, which stopped the errors at least:

  (define-key org-agenda-keymap (if (featurep 'xemacs) [(control mouse-4)] [C-mouse-4]) 'org-agenda-earlier)

Here is full set: