I'm running into similar problems. I have the matrox USE flag enabled, but no mga_vid device or mga/xmga module.
Research points me to a number of posts with hack for older kernels, but nothing recent (and I dislike hacks anyway).
From what I gather, building mplayer with the matrox flag should make the necessary modules. Some posts report that modprobe -f mga_vid works after applying a patch.
I've looked high and low for patches, working sources, etc, and come up with stuff from 2.6.6 and earlier kernels and/or notes that the patches only work for specific older kernels. Methinks this needs to be addressed as a mainline kernel option.
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Reasonably related search urls:
http://forums.gentoo.org/viewtopic-t-43 ... gavid.html (similar to this thread)
http://forums.gentoo.org/viewtopic-t-41 ... gavid.html (also similar to this thread but somehow he had success on an older kernel)
http://forums.gentoo.org/viewtopic-t-29 ... vid+o.html (linked from previous page)
http://forums.gentoo.org/viewtopic-t-32 ... gavid.html (somehow he had the module already so all he had to do was force it)
I could include more but those are (sadly) the most recent ones.
Off the forums,
http://www.google.com/search?hl=en&q=cr ... gle+Search (how do I create /dev/mga_vid? Well, apparently it already exists or else you just apply a patch that everyone has and no-one links to) (can you tell I'm frustrated?

)
http://mgaview.sourceforge.net/using.html (from the above Gooooogle link; seems to have reasonable instructions aside from the fact that things don't match up with my gentoo box as far as the kernel header file OR the ability to find anything on the mplayerhq site)
http://lists.mplayerhq.hu/pipermail/mpl ... 00241.html (email message from someone who appears to maintain the mga_vid kernel patches claiming he hasn't created one for 2.6.15 as of 6 months ago (and now we're up to 2.6.16))
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Not sure how much help that is, but figured maybe we needed to consolidate some info.