markus_V, download the mplayer-codecs-20061022-1.i386.rpm package and try testing the wma,wmv dll files. Read the documentation of mplayer where the codecs are located, usually it is /usr/local/lib/codecs, put the codecs files there and give it a try. The wma*.dll "audio" codecs files are the ones that needs to be tested with your mplayer. The wma9dmod.dll and wmadmod.dll that is.
To extract the mplayer-codecs-20061022-1.i386.rpm in your current directory
Then just moves files to your codecs folder that should be /usr/local/lib/codecs.
rpm2cpio mplayer-codecs-20061022-1.i386.rpm | cpio -dimv