Hi.
If you've got a .bin file you may check if you have the permission to execute it (whether you can run it or not) by
which should have some x's (from eXecute). Well, as root just do
(the default permissions should be giving you executable permission I guess, but just in case?), then just put
where filename=name of the file.
Of course you should do this a root (put a
before the commands?).
And you should have your software installed.
But hey, since Linux has such great free software you might as well just install some software directly from your package repository (read more about it at your distro's page <- where you downloaded linux). You probably have a package manager, so to find some software that plays movies/music, after opening the package manager you probably can browse by categories, so it will probably be actually easier than having to download and install software manually everytime. This is the way it is usually done in the linux world.
Besides, Mplayer is I believe a lot better than RealPlayer so you could at least give it a shot...
Hope it helps.