install, sudo command

Assuming you have Ubuntu Hardyy ou need to add the following lines to /etc/apt/sources.list file or you need to make sure you have enabled Universe and multiverse repositories in /etc/apt/sources.list file:
sudo gedit /etc/apt/sources.list

Make sure you have the following two lines save and exit your file:
deb http://archive.ubuntu.com/ubuntu hardy universe multiverse
deb-src http://archive.ubuntu.com/ubuntu hardy universe multiverse

Now you need to run the following command to update the source list: sudo apt-get update

Install mplayer using the following command: sudo apt-get install mplayer

if you want to open mplayer just type gmplayer or you can open it from Applications—>Sound&Video—> Mplayer Movie Player.

Support for WMV, RealMedia and other formats has been bundled into the w32codecs package. This package is not available from the Ubuntu repositories due to licensing and legal restrictions. run the following command:
sudo wget http://www.medibuntu.org/sources.list.d/hardy.list -O /etc/apt/sources.list.d/medibuntu.list

Then, add the GPG Key using the following commands:
sudo apt-get update
sudo apt-get install medibuntu-keyring
sudo apt-get update

For i386 install Codecs using the following command:
sudo apt-get install w32codecs libdvdcss2

For amd64 install Codecs using the following command:
sudo apt-get install w64codecs libdvdcss2

As for advance desktop you need to install compiz-fusion with the following command:
sudo apt-get install compizconfig-settings-manager

Then go to system -> preferences -> Advanced Desktop Effect settings and you'll find all the options and effects to personalize.