OK, I almost could solve the problem.
Firstly, the audio problem was there because my account was not a member of group 'audio'. Now I realise that I had checked with another accuont when I complained that the same mp3s work with same player under GNOME. Sorry about that...
Secondly, I had choosen two different formats on GNOME and JWM and said video doesnot work. When I checked in GNOME, the same movie did not play and gave the same error... Sorry about this as well. I installed whatever 'gstreamer...*' I could find and now all of movie files (atleast those in my collection) work fine both in GNOME and in JWM.
One strange this though I still get the first error msg:
Unable to activate plugin Media Player Keys
But the audio and video play fine...!
If you know why, pls let me know. Otherwise this thread is almost closed