The command urpmi kplayer in the shell results in the following "[root@localhost ~]# urpmi kplayer
unable to access hdlist file of "plf-free", medium ignored
unable to access hdlist file of "Mandriva Powerpack DVD", medium ignored
unable to access hdlist file of "update_source", medium ignored
unable to access hdlist file of "plf-nonfree", medium ignored
unable to access hdlist file of "updates", medium ignored
unable to access hdlist file of "main", medium ignored
Some package requested cannot be installed:
kplayer-0.5.3-3mdk.i586 (due to unsatisfied mplayer).
How do I access hdlists mentioned? What does it all mean?

It has accessed the lists it has cached, but didn't find mplayer in the verions required by kplayer-0.5.3. My guess is that it took it from the online updates entries ('update_source' or 'updates'). If so, it may be that you don't have a complete package list from that sources. Run Mandriva update tool, it will download the lists, then try again. Or, alternatively, insert your Mandriva DVD, browse to its' directory, find the package kplayer (probably in different version than the one offered here) and double-click it to install.