First of all, thanks for both answers!
@root_vegetable
The output is:
[GMLIB-Message: after init: position=0,000 length=0,000 start_time=0,000
run_time=0,000 volume=0,00 player=dead media=unknown uri=
I also tried to execute gnome-mplayer as root and have the same output, but
this time sound works.
@loldier
I successfully managed to associate audio and video files to MPlayer. If I
don't find a solution I'll stick to MPlayer without the GNOME GUI, as you
suggest.
By the way, I attached few screenshots of my GNOME-MPlayer options (tell me
if you need screenshots of other sections): is there anything strange?