I tried MPlayer OSX once, and found that it turned my mac's volume up to max everytime I played a video. Sorry guys, endangering my audio equipment is terminally bad QA in my book. No thanks.
I would tell you how but I don't use OSX. Surely someone else can tell you, or you could learn yourself. It's worth learning how to use mplayer, if you are serious about audio.
But mplayer (command line) itself is awesome. It's the only thing I use on Linux.