So you installed from source? Hmmm, I don't think I could help with that, sounds like a coding error, or a codec with a problem. Also there could be a download error.
There is a repository for mplayer, which will have it all set up properly. remove what you have installed then add
deb ftp://ftp.nerim.net/debian-marillat/ testing main
to your /etc/apt/sources.list, then
apt-get install mplayer-386 ( or 586 ,k6, k7, nogui )
also install the codecs, theirs more info at the site