instead of gmplayer, run "mplayer <filename>" in the term, and see.

It only gave me sound....no video whatsoever.

tried on both mpeg and the avi? or only the avi?

Select a different video driver from the preferences.
It will work.

How do I select a different one? I've been trying.

run gmplayer, right click on the video screen select preferences.
there u can see a the video tab. there try other ones like x11, xv etc.
or u can use the command line paramater mplayer -vo name.
for more information check the man page