I think it plays DivX by default, at least the version that you download from the MPlayer homepage does. If not, you can download the
win32 codecs, and unpack the codecs to your win32 codec directory, usually
/usr/local/lib/win32. If that directory does not exist, then run mplayer from the command line and check the output, there should be a line that says something about "can't find win32 codecs in..." or soemthing like that. Put the codecs in that directory.