First you need to download the Mplayer skins from here
In this example i am downloading proton skin
sudo wget -c http://www1.mplayerhq.hu/MPlayer/skins/proton-1.2.tar.bz2
Now we have to unpack this using the following command
sudo tar xvf proton-1.2.tar.bz2
Now we have a proton directory you need to copy this under /usr/local/share/mplayer/skins/
sudo mv proton /usr/local/share/mplayer/skins/
sudo mv proton ~/.mplayer/skins/
Chech which one is suitable for you
MPlayer will use the skin in the subdirectory named default of /usr/local/share/mplayer/skins/ or ~/.mplayer/skins/.
Now you need to open Mplayer from Applications--->Sound&video--->Mplayer Movie Player this will open the mplayer now
you need to Right click on the Mplayer screen to pop up the menu you should see the following screen in this click on "Skin Browser"
You should see the following screen with the new skin with the name proton which we have copied before select this and click on ok
Proton Mplayer Skin in Action
This is one example the same way you can download which one you like and install in to in your mplayer enjoy your mplayer.