Error of mplayer, please help!

[lamching]

Hi, all. I am a newbie of linux. I have installed mplayer on YDL by following the instructions here. It seems fail to install codecs, but it still can play mp3, wma. Well, anyone has suggestions for me re-installed the codecs. One more prominent thing, I discovered that whe mplayer is playing a mp3, I double-click another song, however, it won't change to that song. Rather, an error pop up appear, but no detailed error message! I have tried amny many times, the problem always exists. Is it ture to encouter this situation? Thanks!
Updated:
Now I got the error pop up message "[AO OSS] adio_setup : Can't open audio device /devdsp/ : device or resource busy"
Anyone got this message?
Linux seems to open another mplayer rather than open the file on the current mplayer.
Any solutions for it?
Thanks!