I don't install everything from RPM, but given that mplayer RPMS (for FC4) aren't on any of the usual places yet (dag, freshrpms, etc.) , I have to compile from source if I want to use it today. For things like that, I use checkinstall, but it doesn't currently work under 4.
Freshrpms does have it !!
http://ayo.freshrpms.net/fedora/linux/4/i386/RPMS.freshrpms/mplayer-1.0-0.16.pre7.2.fc4.i386.rpm
Just configure apt or yum for that repository and fire away.
Serge