xmms is a clone of winamp for windows. its probaby on your system already [ run 'whereis xmms' in a term], but if not look for the RPM on your distro cds, from the YUM repository [as root: 'yum install xmms*' in a term], or just go to http://www.xmms.org/.
fedora-spesific rpms are avalible.
videoLAN for linux is a good video player. its open source, and supports just about every codec ive ever run into. whats really great is that it streams media over a network really well [say from your samba server], and its avalible for pretty much every platform.
check it out here: http://www.videolan.org/vlc/