[haxen]

YDL, do you have nautilus, it is the file manager in YDL. You are familiar with directories and files from your windoze computer right? Navigate to your /usr/ directory using point and click in nautilus or whatever file manager you have running.
at some point you may have to create the skin directory or the default directory depending upon how your setup of mplayer went. I think you can right click on a directory or use the menu to create a directory inside another directory.

You can also get there in a terminal window by going cd /usr/ (enter)

Once you are in /usr/ you can do a ls (enter) to get a listing of files and directories inside of /usr/

anywayz, you can go cd /usr/local/share in one command and then do an ls (enter) and see if mplayer directory is there. If it is then cd /mplayer/ will get you in there. to make a directory in terminal window, you go mkdir /skin/ for instance. really, u should read some basics on linux, check the articles in the front page. You need to navigate, use google if my article or instructions are not there. good luck.