Well you want mplayer installed with gmplayer because gmplayer is mplayer, but with just the added gui.
I installed the MPlayer v1.0pre7try2 source at the official site
and did the following...
tar jxvf MPlayer-1.0pre7try2.tar.bz2
You can then use the following commands to activate the mplayer gui...
If you're running slackware, there is a tgz package here