Get the package from the MPlayer site that has the "essential" codecs and compile again. It should work. To play a file, in a terminal:
mplayer -vo x11 <filename>
If this works, then you're pretty much in business. You'll want to download whatever GUI frontend you like from the site, and then recompile MPlayer with the GUI option (can't remember the exact command, but the MPlayer site has an explanation on how to do it).
Hope this helps.