Because Xenmas is not Xehanort, Xehanort's Heartless is not the Heartless of Ansem, and other things. It's confusing, and I still don't get some of the details, but I know some things.
Let's start this in chronological order!
Ansem (The Wise): Ansem TW is a philosopher/scientist who created and ruled benevolently over Radient Garden. He took on six apprentices, who later betrayed him. He has the uncanny look and sound of Saurumon.
Xehanort (Ansem): First apprentice of Ansem TW, probably the most evil. The hint that he isn't at least completely human is thrown in your face ("Perhaps [his powers] are even superhuman.") He also doesn't have any memories from before Ansem TW found him. Xehanort and the other apprentices threw their master into darkness. After this he took on his master's name and ran around as him for a while.
DiZ (Darkness in Zero): The crazy, revenge-seeking, manipulative version Ansem TW became when he was thrown into darkness. The only way he could remain was to boil in hatred and basically corrupt his heart. For some unknown reason he has dark skin and wears bandages.
Xehanort's Heartless (Ansem): The first Ansem we meet up with, and a Heartless who retained his form. He is called Ansem because Xehanort took on that name. This Ansem was seeking Kingdom Heeeearts and the Door to Darkness. He took over Riku's body to gain a physical form.
PosessedbyHeartlessAnsem!Riku: Riku goes from one to two voices after he talks to the man with the creepy voice and green mist. Said man was Xehanort's heartless and took over his body permanantly, so you have Riku with an echo in his voice. There is a moral to this story about not talking to strangers. In this form, he also seems to have an interest for little girls according to some people.
HeartlessAnsem'sBody!Riku: Riku used the darkness in his heart to gain more power to defeat Roxas, thus taking on Ansem's form. He also calls himself Ansem because of emo shit. So don't get confused.
Xenmas: Leader of Org XIII, Nobody of Xehanort. He looks different from both the Heartless and his original. People don't seem to have too much trouble with his identity, though.
Now with a helpful reminder!
Here's an AnsemThere's an AnsemAnd another little AnsemFuzzy AnsemFunny AnsemAnsem AnsemNot Please correct if I got something wrong, because I know I did.