did you also install the package mplayer-gui? that's the gui front end for mplayer. without it, you can only use mplayer via command. try typing the following at a prompt......
if you get an error or mplayer doesn't load, that means you prolly don't have the gui package installed, so install it.
once you get that set up, you can create a shortcut to it if you like. i use KDE, so i don't know the procedure to do that in Gnome. if you create a shortcut, use the following for the command to launch it........
/usr/bin/gpmplayer -quiet -nofs
that will launch MPlayer without the splash screen (-quiet) and not in fullscreen mode (-nofs).