I noticed that some people have problems with the alsa plug-in in MPlayer and so did I. I managed to fix it.
To fix this problem you should open .mplayer/gui.conf in your home directory and change these lines
ao_oss_mixer = "/dev/mixer"
ao_oss_device = "/dev/dsp"
ao_oss_mixer = "mixer"
ao_oss_device = "dsp"
Next you should edit /etc/asound.conf like this
The text in bold must have. The other text adds "listening to different sound files at the same time" support (read more here
This must help!
If you don't have /etc/asound.conf file, you should create it (by default this file does not exist).