If you installed chmsee from an Ubuntu repository, it should have pulled in any packages it depends on.
Code:
vnix$ apt-file search libxul.so
libxul-dev: usr/lib/libxul.so
libxul0d: usr/lib/libxul.so.0d
libxul0d: usr/lib/xulrunner/libxul.so
libxul0d-dbg: usr/lib/debug/usr/lib/libxul.so.0d
xulrunner-1.9: usr/lib/xulrunner-1.9a8/libxul.so
xulrunner-1.9-dev: usr/lib/xulrunner-devel-1.9a8/sdk/lib/libxul.so
If you just want the library, I guess you should linstall libxul0d, although it's of course somewhat likely that the exact version is not what chmsee wants.
(XUL is the Mozilla toolkit, XULrunner is basically Mozilla without the actual browser -- can be useful for running Chatzilla as a separate process, for example.)