On Ubuntu you should have used apt-get/Synaptic/aptitude for that. However, if it's a source-code built mplayer, you can just read the INSTALL and README files for instructions on removal; usually there's a make target like
but the doc files will say if there is.
EDIT: if you had read INSTALL and README before doing anything, as you really should have, you would not have needed to ask. This implies you didn't read those files; read them. It's really a lot easier if you understand what you're doing.