I also would like to see a solution to marce_245`s problem.

To add clarity to the question, it`s not about associating the default player. Follow these steps:

1. Open mplayer.
2. In the list of files shown, it only shows the local files. Fair enough, I don`t really want it to walk my entire network searching for files. Press the Open button.
3. Browse to the network share (when it works) and select the file on the network. The path to the file shows in the filename box to the right of the play button (hmm... Ok, this filename doesn`t show up so then still not able to play).
4. Press the play button.
5. File does NOT play.

A similar issue with Quiver Image viewer. I think it`s a maemo problem more than a mplayer issue. The shares need to mounted so that these apps can find them. But the maemo media player and picture viewer can find the files without the mounts.

It's not a maemo problem. The problem is that the network folders you see in the filebrowser are visible through the gnome-vfs virtual filesystem. Any application using gnome-vfs for file access can open these files.
mplayer, however, does use the normal kernel filesystem operations and thus cannot see non-local files.
As a solution, one can either mount the network folders so that the kernel can see them, or use UPnP for accessing the files. UPnP exposes http-URLs from which mplayer can perfectly well play media.
The tricky part is to get these URLs from UPnP. Some media players do this part for you by letting you browse the UPnP folders and then invoke mplayer.

Something simpler would be to create a wrapper/proxy for mplayer, which accepts gnome-vfs paths and exposes the file to mplayer via a local HTTP server. If there is interest, I could hack one together in Python within a few hours, since similar stuff has already been developed for MediaBox to let mplayer access YouTube videos.