First off, Welcome to LQ Jimmy!
As for uninstalling RPM's, well there's a few ways.
First, the most basic:
Open up a terminal and type:
rpm -e packagename
Second, you can user urpmi to update/remove and install packages and their dependencies (best way IMHO on a mandrake system).
Third, you can go in with a hack and slash method like you did and just delete everything in your way. You will need to update the RPM database after this to ensure it knows who's boss:
Xine isn't all that great. It's ok, it's probably second best. But by a long shot mplayer is number 1. www.mplayerhq.hu
and it's also probably on your mandrake install CD's: