Crashed, I do believe Chris is referring to installing the entire win32 codecs package. It's located in the downloads section on www.mplayerhq.hu
After that, you might need to refresh your mplayer package, try just using the -Uvh option. However, I don't think you will need to, you can probably just start playing videos immediately, but then again, I am not too sure, give it a try
There's the link, simply untar it:
tar xvjf w32codec.tar.bz2
And then move it into the directory you specified above.