It looks like you haven't appropriate codecs. You'll find them here:
To unpack them use the command:
tar xjf essential-20071007.tar.bz2
Then you should put them in the appropriate directory. I don't use Ubuntu. In my Slackware it's /usr/lib/codecs.
To run MPlayer use the command:
To quit it use q or Esc key.
To get to know other shortcuts run the command: