This is the one thing I don't like about Gnome, it doesn't allow for easy menu editing. To get rid of the extra shortcuts you will have to do the following:
look for the mplayer.desktop
mv mplayer.desktop /usr/share/application
Now comes the tricky part, open your favorite text editor then go to /usr/share/applications, open up mplayer.desktop. In this file look for the part that will look like this:
this should be what is after Categories=, this will remove the extra shortcuts.