Normaly it is ok to mix repositories, but it will definetly impair system stability. Mr. Marilat (I think he provides the Mplayer packages as well?) has no way to test the different dependencies like the core debian team.
For xmms and mplayer this should be no real problem.
As long as you use it for "leaf" packages (packages depending on other packages but who are not a dependency themselfs) you should be ok.
I once tried this in woody, and had mplayer, Xfree 4.2, and other stuff from different repositories (about 10 different locations) there were bugs, mainly because of Xfree comming from somewhere else.