try out "mplayer -gui" if that doesn't work, you will need to compile it again with the gui option enabled. To tell you the truth, it is actually better to get used to using it via the command line.... it plays video a lot more smoothly. You can also make a file called "/etc/mplayer.conf" which will automatically do a lot of the command line options for you so that you don't have to type it in every time. for example, here's what mine looks like (very basic one... all that's needed for me)
dvddevice = /dev/scd0
that just tells it where the dvd device is and to use the xv module for video out... which people swear by (acid_kewpie)
that file just means that I don't have to do "mplayer -dvddevice /dev/scd0 -vo xv <file>" every time... juse "mplayer <file>"
By the way.... what's kindof addicting about using linux is that it IS kindof exciting when you get stuff working. Then you want to make something else working, you have to read a bunch of threads and how-to's and tutorials, during which you pick up a bunch of other stuff that you weren't looking for. Then that new stuff makes you want to try something else.... and it just keeps going.
They should have a LUA... Linux Users Anonymous :-)