newbie: howto install mplayer codecs

[Nat Gross]

Hi;
I have read and reread.... all kinds of info on mplayer codecs.
Simple question(s).
1) WHERE do I install the codec(s)? Is it just a matter of a file copy?
2) WHICH codec do I need for wmv, avi, and mpeg files? (The mplayer
site lists all kinds of details on so many codecs!  But no info for a
newbie.)
3) Do I *need* to involve Firefox in the mix?

This, on FC5 32-bit, 2ghz machine.

Thanks in advance.
-nat