Mplayer -ao ?
 

How can I edit the mplayer config so that the program always runs
mplayer -ao alsa:device=hw#0.1 ?

Mplayer supports a config file, when you launch it you'll notice where it looks for it, but generally speaking you can have:
/etc/mplayer.conf

And the line for that would be:
ao = alsa:device=hw0.1

Cool

When I insert the line
ao = alsa:device=hw0.x to the mplayer config no sound appear.

I must instead use ao = alsa:device=default but hw0.0 is set to be the default :S

You can put an alias in your .bashrc file like this:

alias mplayer="mplayer -ao alsa:device=hw#0,1"

Close that terminal, open another one and try