I bet the change of volume level in mplayer is also changing the system wide volume. It happens because you are not using software mixing. To enable it in GUI version of mplayer (gmplayer) go to Preferences/Audio and tick "Enable Software Mixer" option.
If you use the no gui version you need to modify ./mplayer/config file. Add the line:
softvol = "yes"
I bet the change of volume level in mplayer is also changing the system wide volume. It happens because you are not using software mixing. To enable it in GUI version of mplayer (gmplayer) go to Preferences/Audio and tick "Enable Software Mixer" option.
If you use the no gui version you need to modify ./mplayer/config file. Add the line:
softvol = "yes"