hm. you can execute mplayer with the option -wid <windowid> e.g.
mplayer -wid <id-number> <filename>
(without the <'s ofcoutse). mplayer has a lot ofoptions, and can be controlled externally with commands (like play, rewind).
In the forum there should be information on how to get a component's window id.
PGtkWindow(PGtkWidget(form1.handle)^.Window)^.windowID
you can search the forum for information on how to get teh window id.