You're asking for a lot but I think the best thing for you do do is really READ the hell out of the FAQ and manual that comes with mplayer.
I know that doesn't help but believe me when I say all you need is in there somewhere. It's just scattered around in places here and there.
Also do searches in Google for people with your computer/distro and mplayer. It will help. Just don't ask the mplayer people because you will get yelled at.