1. You should normally install programs to /usr/local. You will need to make sure the executable is in your path. For example, having installed firefox to /usr/local/firefox, create the following symbolic link:
ln -s /usr/local/firefox /usr/bin
since /usr/bin is in your path. You will need to be root to do this.
2. Have a look at mplayer. It plays most media files. www.mplayerhq.hu