Oh here, I found a way to get over this software license "error" they put on their site. Here is the official documentation:
As MPlayer doesn't have a skin included, you have to download them if you want to use the GUI. See the download page. They should be extracted to the usual system-wide directory ($PREFIX/share/mplayer/Skin), or to $HOME/.mplayer/Skin. MPlayer by default looks in these directories for a directory named default, but you can use the -skin newskin option, or the skin=newskin config file directive to use the skin in */Skin/newskin directory.