How did you install mplayer?
Sounds like apt-get mplayer for the standard debian package - and the subfont encoding is fixed to unicode (the option to change it is not available).
If you want full finctionality, you should upgrade your kernel and gcc, then do a source install from mplayerhq.
www.mjmwired.net has never-fail mplayer install instructions ofr FC4 - but, since this is install from source, it is pretty generic. (Just adapt the package names for Debian.)
According to the developers, mplayer is not available, from standard repositories, with full functionality. They advise installing the latest version from source.
Alternatively - install totem-xine via apt with all it's plugins ... this will allow you to play DVDs, access the DVD menues, and play music with visualisations.