Also, if by Ctrl-C you mean the Windows Ctrl-C, which is "copy", then you can do one of three things:
A) Select the text you want to copy. Go to where you want to paste the text, and press the middle mouse button. The middle mouse button will paste the text you last selected(so don't select anymore after that). This is the traditional way you'd use in a console.
B) Select the text you want to copy, and right click then select copy. This is what you'd do in a graphical terminal, where Ctrl-C goes to the console. Method A also works here.
C) Many GUI programs actually do use the Ctrl-(X|C|V) bindings for that like in Windows.

I seem to recall that there was an extra driver package you needed for some things with Mplayer. You might want to look into that.

When you are talking about installing these programs, are you building from a source archive, or using an RPM package? RPMs should install to the right directories, but the source ones need you to su and do a make install. Try installing RPMs first, since it doesn't break things as much, and then use the source build as a second option. There ARE mplayer RPMs available. I don't rember where you get them, but I'm using them on a RedHat box.

If the RPMs crash, try the source archive. Source archives don't seem to work as well as they could on RedHat. RedHat seems to leave out some libraries, I guess to save space, so you might need to download the "regular" version of the library package. http://rpmfind.net is great for this.