RPMforge has been installed.(a 3rd party repository)
Steps:
1.Using yum to install everything related to mplayer automatically.(But remember to check updates first)$ sudo yum check-updates
$ sudo yum install mplayer*
2.After installation, there'll be an "MPlayer Media Player" icon in Applications>>Sound & Video, click on it will start MPlayer GUI. However, there is no video window when playing a video(rmvb,etc.). It's not because you need codecs(There's no need for all-20071007.tar.bz2 or windows-all-20071007.zip, at least in CentOS 6.0.). Just choose an appropriate driver for video will solve the problem: Right click on the video window and choose Preferences for setting, then choose "x11" in Video label, save and restart MPlayer again. It works well now:-)
Choose "gl" as video driver can make the video show, however it gets stucks continuously during playing.