Some headers file are missing.
They come from X11 dev files.
Check again the "get neeeded lib dev" part in howto, you need to copy past all.
or Copy /past this line :
apt-get install em8300-headers gawk gettext html2text intltool-debian \
ladspa-sdk libaa1-dev libartsc0 libartsc0-dev libasound2-dev libatk1.0-dev libaudio-dev \
libaudio2 libaudiofile-dev libavahi-client-dev libavahi-common-dev libcaca-dev \
libcairo2-dev libcdparanoia0-dev libcucul-dev libdbus-1-dev libdbus-glib-1-dev \
libdirectfb-dev libdirectfb-extra libdts-dev libdv4-dev libenca-dev libenca0 \
libesd0-dev libexpat1-dev libfaac-dev libfaac0 libfontconfig1-dev libfreebob0 \
libfreetype6-dev libfribidi-dev libggi-target-x libggi2 libggi2-dev libggimisc2 \
libggimisc2-dev libgif-dev libgii1 libgii1-dev libgii1-target-x libgl1-mesa-dev \
libglib2.0-dev libglide2 libglu1-mesa-dev libglu1-xorg-dev libgtk2.0-dev libice-dev \
libjack-dev libjack0 libjpeg62-dev liblzo-dev liblzo1 liblzo2-2 liblzo2-dev libmad0 \
libmad0-dev libmail-sendmail-perl libmp3lame-dev libmp3lame0 libmpcdec-dev libmpcdec3 \
libncurses5-dev libogg-dev libopenal-dev libopenal1 libpango1.0-dev libpixman-1-dev \
libpng12-dev libpopt-dev libpthread-stubs0 libpthread-stubs0-dev libpulse-dev \
libpulse-mainloop-glib0 libsdl1.2-dev libslang2-dev libsm-dev libsmbclient-dev \
libspeex-dev libsvga1 libsvga1-dev libsys-hostname-long-perl libsysfs-dev \
libtheora-dev libtwolame-dev libtwolame0 libvorbis-dev libx11-dev libxau-dev \
libxcb-render-util0-dev libxcb-render0-dev libxcb-xlib0-dev libxcb1-dev \
libxcomposite-dev libxcursor-dev libxdamage-dev libxdmcp-dev libxext-dev libxfixes-dev \
libxft-dev libxi-dev libxinerama-dev libxrandr-dev libxrender-dev libxt-dev libxv-dev \
libxvidcore4 libxvidcore4-dev libxvmc-dev libxvmc1 libxxf86dga-dev libxxf86vm-dev \
mesa-common-dev po-debconf sharutils x11proto-composite-dev x11proto-core-dev \
x11proto-damage-dev x11proto-fixes-dev x11proto-input-dev x11proto-kb-dev \
x11proto-randr-dev x11proto-render-dev x11proto-video-dev x11proto-xext-dev \
x11proto-xf86dga-dev x11proto-xf86vidmode-dev x11proto-xinerama-dev \
xtrans-dev zlib1g-dev libschroedinger-dev libstdc++5 libfaad-dev \
libgsm1-dev libdc1394-22-dev libfaad-dev libsdl1.2-dev
edit : if you run it under 64bits, change libglide2 to libglide3then press enter to continue
Then try again to compile mplayer/mencoder
Bye

CPU Intel Q9550 & RAM 4GB Lan : <100Mb/s wired> Router <100Mb/s> <CPL 200Mb/s @ 160Mb/s >=< 100Mb/s> PS3
old config til Feb 22th : Athlon x64 4200+ oc@2.6Gh RAM 4Gb