MPlayer Install on a HDD System - what's the most reliable?

I've done a lot of searching with numerous iterations of keywords in all the forums here, as well as, Googling, and while I've come close to working out a way for a noob to do the install, usually some spanner is thrown in the gear works. And there doesn't seem to be many recent posts about this subject which leads me to think it's just not possible/pragmatic to do so.

Can anyone who's been successful in installing MPLAYER and KPLAYER on their HDD installed Knoppix 3.9 give a rundown of how they did it?
I -=really=- want to jetison my winbloze box, and playing .wmz and quicktime files is one of my last stumbling blocks.


Thanks in Advance.