You want to play the movie on the TV-out, right? TV-Display is plugged to the TV-out, right? Then you only need the TV-Display, no? Why do you need the VGA display at all? If there is no monitor plugged to the VGA output then it's useless, right? Playing a movie on the VGA display is like playing a movie on the void, no?
I thought you wanted to play the movie to the TV-out, then there is no problem, is there?
You don't need the VGA display at all.
Or are you afraid that you can't connect to VNC if the VGA display is not active? You can!
If you are connected with VNC and want to play a movie on the TV monitor, you need to use the DISPLAY environment variable to tell mplayer where to play the movie.
DISPLAY=:0 mplayer mymovie.mpg
The DISPLAY environment variable works with any X program. You could open firefox on display 0 like that:
X11 is a very powerful network application. It is a lot more powerful than VNC, this is why I advise against using VNC but using XMing instead. Using XMing, you could just open a terminal from Windows and you would not have to launch the whole desktop, since you already have a Windows desktop. It integrates beautifully in your Windows desktop, doesn't waste server and client memory like VNC, it starts instatly and is a lot more flexible. VNC is a hack for Windows to Windows networking, because Windows lacks a network graphical interface natively.