VLC doesn't work in OS 9. Perhaps you need to redownld it using Safari instead of any other browser. Go here
http://www.videolan.org/vlc/download-macosx.html & then drag & drop the program to your applications folder after the dmg file opens.
MPlayer has been a little buggy with some versions.
BTW after installing any new program, you should repair permissions after a Safe boot. ie: Restart the computer whilst holding down the SHIFT key until you see the message saying Safe Booting. Then once open, go to Utilities folder & open Disk Utility. Repair permissions. Then reboot normally.