I guess kplayer is a gui-fied version of mplayer? Running 'mplayer -ao help' gives you the audio output options. Typically these include some network-capable options like jack and esd. These should allow you to direct the sound to another machine on the network. Here's the page for jack, for example:
I've never tried it, so I don't know if there are any serious latency issues which could make it hard to keep picture/sound sync. I guess you don't want to run an audio cable between the two PCs.