Given that you mentioned a media player, this is a case where you may want to add a repository to your package manager to be able to play mp3 files or certain types of videos. Look in the forum for your distro on this site. Near the top might be a "sticky" post that has instructions. In SuSE, you can go to the "Installation Sources" module of YaST2 and select "Community Resources". Then add the packman and video lan repositories. If you use Fedora Core, you would add the livna site. If you use Mandriva, you would add a plf (Penguin Liberation Front) repository. After that you can use your Package Manager to select and install your package manager.
I'm more familiar with RPM based distros. There is a web-site http://rpm.pbone.net
that you can use to search for rpm packages for your distro, including those from packman, livna, plf, etc. You can filter your results (advanced search) so you only get results for your distro and version. This way the library versions of the packages will match. The rpm.pbone.org website will also list the dependencies. The dependencies are listed as links to the package supplying it. This makes it easy to download a package and any missing dependencies.