Open up a terminal and type:
mplayer [file.avi,mpg,whatever it is.]
You're not going to be able to run mplayer from the menu because it's a command line program and needs to be started with a file to play. If you want to run GMplayer (which you will be able to run from the menu) you're going to need to have some skins loaded. The website
http://www.mplayerhq.hu has documentation about how you can install various skins. If you want subtitles you can look to that documentation too, or you can type in a terminal:
mplayer --help
I think to get subtitles you need to move a font into the .mplayer directory, but dont take my word for it, I havnt installed a font with mplayer for awhile. Like I said, the documentation walks you through all that and is available in a number of languages.
If these suggestions don't work, I would recommend getting the source package from the mplayer website and compiling the program yourself instaed of useing a 3rd party package. There are many benefits to doing it this way. And like before the documentation clearly walks you through everything you need to do to install it from source. If you still have problems after that, type:
mplayer [file you want to play]
and then copy paste the error message to this forum.
