Your reply prompted a further step - you asked about mplayer and I found I didn't have it installed, I had just installed the mplayer-plugin; I checked the readme for the plugin and it said it was dependent on mplayer. So I installed it - these are the versions from the three commands you gave:
# rpm -q kernel
# rpm -q mplayer
# uname -a
Linux Tim64FC.ChurchMeadow33.home 2.6.14-1.1637_FC4 #1 Wed Nov 9 19:01:56 EST 2005 x86_64 x86_64 x86_64 GNU/Linux
Now when I try to use the plugin in Firefox to access a video off the BBC site it gets much further, it goes through the following stages:
Before finally anouncing:
and nothing else happens.
I experimented and managed to play an mpg file from the command line using mplayer and then I navigated to the same file using Firefox (file://) and managed to play it using the plugin.
So I guess it's OK playing mpg files, but perhaps not for streaming video from a website.
This is an example of a link from the BBC website that I can't play:
It works fine on a Windows machine in IE.