If you are playing or streaming audio/video files (mp3, avi, mkv, etc.), I would suggest installing and using VLC. If your distro is one with repositories (most of them are), it should be in the repositories. VLC includes codecs.
If it won't play in VLC, it likely won't play on Linux.
More on VLC: http://www.videolan.org/vlc/
If it's a problem playing YouTubes, it's likely Flash-related, and we can help with that also.
If you are trying to play Real Media formats, you may be out of luck. Real no longer supports Linux, though legacy version of RealPlayer for Linux can be found here: https://player.helixcommunity.org/2005/downloads/