It should work on Ubuntu. What error or operational error are you getting?

For what it's worth, I do recall having problems with many linux distribution's compilation of mplayer and mencoder, and it's worthwhile to get the mplayer source code, read the compilation instructions in the various README files, and compile it yourself. Mplayer has some patented code which you can use personally, for no profit, but you can't sell it, so the linux vendors release weak and broken mplayer binaries. Just a thought. :-)