The error occurs when I try to open a MPEG video on a SAMBA server by double clicking it in Dolphin.
I mounted the SAMBA share: when opening the file with the Kaffeine menu (file - open) the file was correctly displayed.

I uninstalled Kaffeine and installed http://ftp.de.debian.org/debian/pool/main/k/kaffeine/kaffeine_0.8.6-2_i386.deb.
The file could not be opened via Dolphin giving an error:
23:19:55: xine: cannot find input plugin for MRL [smb://me@192.168.123.123/share/file.mpg]
23:19:55: xine: input plugin cannot open MRL [smb://me@192.168.123.123/share/file.mpg]
23:19:55: xine: found input plugin : CIFS/SMB input plugin based on libsmbclient
The same file could be opened via the Kaffeine menu (file - open ).

Package: kaffeine
Version: 0.8.6-0ubuntu8.1

-- System Information:
Debian Release: lenny/sid
  APT prefers hardy-updates
  APT policy: (500, 'hardy-updates'), (500, 'hardy-security'), (500, 'hardy-proposed'), (500, 'hardy')
Architecture: i386 (i686)

Kernel: Linux 2.6.24-16-generic (SMP w/1 CPU core)
Locale: LANG=de_DE.UTF-8, LC_CTYPE=de_DE.UTF-8 (charmap=UTF-8)
Shell: /bin/sh linked to /bin/dash

Versions of packages kaffeine depends on:
ii  hdparm           8.6-1ubuntu1            tune hard disk parameters for high
ii  kdelibs4c2a      4:3.5.9-0ubuntu7.1      core libraries and binaries for al
ii  libacl1          2.2.45-1                Access control list shared library
ii  libart-2.0-2     2.3.20-1                Library of functions for 2D graphi
ii  libattr1         1:2.4.39-1              Extended attribute shared library
ii  libaudio2        1.9.1-1                 Network Audio System - shared libr
ii  libc6            2.7-10ubuntu3           GNU C Library: Shared libraries
ii  libcdparanoia0   3.10+debian~pre0-6      audio extraction tool for sampling
ii  libfontconfig1   2.5.0-2ubuntu3          generic font configuration library
ii  libfreetype6     2.3.5-1ubuntu4          FreeType 2 font engine, shared lib
ii  libgcc1          1:4.2.3-2ubuntu7        GCC support library
ii  libice6          2:1.0.4-1               X11 Inter-Client Exchange library
ii  libidn11         1.1-1                   GNU libidn library, implementation
ii  libjpeg62        6b-14                   The Independent JPEG Group's JPEG 
ii  libogg0          1.1.3-3ubuntu1          Ogg Bitstream Library
ii  libpcre3         7.4-1ubuntu2            Perl 5 Compatible Regular Expressi
ii  libpng12-0       1.2.15~beta5-3          PNG library - runtime
ii  libqt3-mt        3:3.3.8-b-0ubuntu3      Qt GUI Library (Threaded runtime v
ii  libsm6           2:1.0.3-1               X11 Session Management library
ii  libstdc++6       4.2.3-2ubuntu7          The GNU Standard C++ Library v3
ii  libvorbis0a      1.2.0.dfsg-2            The Vorbis General Audio Compressi
ii  libvorbisenc2    1.2.0.dfsg-2            The Vorbis General Audio Compressi
ii  libx11-6         2:1.1.3-1ubuntu2        X11 client-side library
ii  libxcb1          1.1-1ubuntu1            X C Binding
ii  libxcursor1      1:1.1.9-1               X cursor management library
ii  libxext6         2:1.0.3-2build1         X11 miscellaneous extension librar
ii  libxft2          2.1.12-2ubuntu5         FreeType-based font drawing librar
ii  libxi6           2:1.1.3-1               X11 Input extension library
ii  libxine1         1.1.11.1-1ubuntu3       the xine video/media player librar
ii  libxinerama1     2:1.0.2-1build1         X11 Xinerama extension library
ii  libxrandr2       2:1.2.2-1               X11 RandR extension library
ii  libxrender1      1:0.9.4-1               X Rendering Extension client libra
ii  libxt6           1:1.0.5-3               X11 toolkit intrinsics library
ii  libxtst6         2:1.0.3-1               X11 Testing -- Resource extension 
ii  zlib1g           1:1.2.3.3.dfsg-7ubuntu1 compression library - runtime

Versions of packages kaffeine recommends:
ii  gdebi-kde                 0.3.8          Simple tool to install deb files
ii  kdesudo                   2.5.1-0ubuntu3 sudo frontend for KDE