I'm afraid I can't help you with gmplayer -- I've never used the GUI.
I was going to write a front end so that I could pre-set it to record and archive BBC radio
shows, but never got around to it.
But to get back to the point.. if you like GUIs, Zinf
looks to be exactly what you need. I've never used it, but I've heard good things, and I'm building it now. I use yammi
for my very large mp3 collection, but Zinf looks best for playing streams.