Ok, I just got this problem solved.
Now I'm root and succesfully got through STEP1 and STEP2 but problem is in
STEP3
...when I type "MAKE" it throw this message:
Makefile:7: config.mak: No such file or directory
make: *** No rule to make target `config.mak'. Stop.
root@ivanka-desktop:~/MPlayer-1.0rc1#
Anybody knows what I've suposed to do

Or what I'm doing wrong?
Many thanks