Hmmm, that is very odd, I've just gone through it all step by step and done it here to confirm all the steps and now it works. I tried it over and over again with slightly different implementations and it resolutely refused to work. Now I did just as Jim said and it opens on the remote machine.
mplayer -v -display :0 filename.mpg
I definitely tried that yesterday and it wouldn't have it! This time it works on the remote screen.
Thanks very much for the help.