Here you can get the codecs:
http://www.mplayerhq.hu/homepage/design7/dload.html
"all in one package" will do just fine. Uncompress that package, then make a directory at:
/usr/local/lib/codecs
and move all of the uncompressed files there. It's very important to do this before compiling mplayer, otherwise the codecs won't be found by mplayer
.
When done, recompile mplayer.
Good luck!