When Ive tried to download a few things, such as Mplayer, it says there is a conflict with already installed software. Then if I try to do it from Add/Remove programs, it tells me to switch to Synaptic to resolve this. How do I resolve this for one? How do I know/figure out what its conflicting with? Thanks for the help.

Have you tried installing from a terminal with apt-get?

I'm guessing you are using one of the Ubuntu's as you didn't say, make sure you have universal source in your apt sources.list. Then update apt, sudo update then sudo apt-get install mplayer, if it fails you should get an error message.

This is the outcome of that...

Reading package lists... Done
Building dependency tree
Reading state information... Done
Some packages could not be installed. This may mean that you have
requested an impossible situation or if you are using the unstable
distribution that some required packages have not yet been created
or been moved out of Incoming.

Since you only requested a single operation it is extremely likely that
the package is simply not installable and a bug report against
that package should be filed.
The following information may help to resolve the situation:

The following packages have unmet dependencies:
mplayer: Depends: libartsc0 (>= 1.5.0-1) but it is not installable
Depends: libaudio2 but it is not installable
Depends: libmad0 (>= 0.15.1b) but it is not installable
Depends: libmpcdec3 but it is not installable
Depends: libungif4g (>= 4.1.4) but it is not installable
Depends: libxvmc1 but it is not installable
E: Broken packages

@ ftblplyr46
You are not providing us with any useful information. So we are guessing (which is generally bad)
mrrangerman pointed this out, but you ignored his kindly hint.

You wouldn't expect help from a windows forum unless you said you were running DOS 3.30, win3.1, win98, CE, XP, vista, or whatever, would you?

Linux distros differ from each other, each deals with things in subtly different ways. This is not a bad thing - eventually we all agree that "Z" is the "best" way to do things, and it just happens. So, please, just edit your LQ Profile so we know what you are talking about, or just state your distro, your chosen window-manager. It'll usually gnome or kde, but it might be a multitude of other choices. But we do not know until you tell us.