WFT: The two post above refer to repositories, that you should load into your application manager. Normally when you set up the correct repositories to your application manager, and after you refresh the application list, you can browse installable applications. You should see then Mplayer then as installable application. Once you click and install that, it should download the necessary files from the repositories and install the application for you. (That's how I have installed my Mplayer. I did not have any problems on doing so.)

I hope this is the part on your puzzle you have been missing...