When you say a list of "commands" come up, do you mean something like this?
MPlayer SuSE Linux 10.0 (i686)-Packman-4.0.2 (C) 2000-2005 MPlayer Team
CPU: Advanced Micro Devices Athlon MP/XP Thoroughbred (Family: 6, Stepping: 1)
Detected cache-line size is 64 bytes
CPUflags: MMX: 1 MMX2: 1 3DNow: 1 3DNow2: 1 SSE: 1 SSE2: 0
Compiled with runtime CPU detection - WARNING - this is not optimal!
To get best performance, recompile MPlayer with --disable-runtime-cpudetection.
Usage: mplayer [options] [url|path/]filename
Basic options: (complete list in the man page)
-vo <drv[:dev]> select video output driver & device ('-vo help' for a list)
-ao <drv[:dev]> select audio output driver & device ('-ao help' for a list)
vcd://<trackno> play (S)VCD (Super Video CD) track (raw device, no mount)
dvd://<titleno> play DVD title from device instead of plain file
-alang/-slang select DVD audio/subtitle language (by ...etcetera
If so, this is normal when you use the mplayer command. It expects you to specify files to play, options, etc.
This runs it with a graphical interfaces, which is much more friendly
, and will allow you to make your selections from menus.