I can't install any rpm files on Red Hat 9
 

I am trying to install 'mplayer-1.0-0.2.pre2.fr.i386.rpm', the new version of mplayer, but red hat
stops its automatic install when a box titled "preparing system update" reaches a point where it reads "reading individual package headers". The install just closes, as if I had pressed the cancel button, and I am new to linux and have no idea what to do. If you can help, it is greatly appreciated.

Hi, I am also very new, and I encountered the same problem
right-click on your desktop to get a new terminal
type "su -" to login as root, and type your root password
then use cd to get to the directory of which the .rpm file is.
then type
"rpm -Uiv mplay[TAB]
hitting tab wll complete the line
that should unpack the rpm file

In general, you should open rpms that way, i find double-clicking in the GUI rarly works, I dont know why.

how do I use cd to get the directory?

say your username is talon, and you downloaded the .rpm file into
/home/talon
type
cd /home/talon (cd stands for change directory)