To install packages that are saying they do not exist (For the obvious reason you are installing them

) place all packages on the same line:
rpm -Uvh filename1.rpm filename2.rpm . ..
So:
rpm -Uvh Mplayer-gui-0.90-1.i386.rpm mplayer-common-0.90.i386.rpm mplayer-skin...
And so on..
HTH
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