Yes, I understand that when it says opening mplayer-playlist that means that the mime type has been registered to dbus-switchboard, but I was unable to understand what happens after that. Now, thanks to your advice, I get some feedback from xterm.

It seems that when the embedded content is asx file it gets correctly transfered to mplayer. But when I open for instance http://retv.bg it doesn't work - I got the following in xterm:

dbus-switchboard started
osso_test_receiver: Received an RPC to mime_open.
osso_test_receiver: RPC had arguments /var/tmp/ReTV.
no handler found

Am I right that dbus-switchboard can handle certain file extentions and protocols, but maybe it cannot handle (just for the moment, I hope) appllication/x-mplayer2? That is why, as I've already written, I tried to edit the file /usr/share/applications/mimeinfo.cache, which seems to me that is responsible for handling of the diferent file types.