What is mplayer and how can I close it?

mplayer is supposed to be a free content player, however if you didn't install it, then it got onto your machine without your ok and is likely malware. your not the first.

Force quit the process in Activity Monitor, back up only your users files to a external drive (do no tuse TimeMachine for this) and erase and install OS X and programs, or else have a local professional do it for you.

This is NOT likely to be malware. I'm not sure what reason ds store has for calling it malware, but I've been tracking Mac malware for years and have never heard of this. It's always possible that this is something absolutely brand new, but that's unlikely.

One possibility is that there is a command-line app called "mplayer", which you can read more about here:

http://www.mplayerhq.hu/

Might you have downloaded and installed this?

Try getting a copy of EasyFind and searching your hard drive for any files named "mplayer". (One note about EasyFind... its developer has not registered it with Apple, so if you are running Mac OS X 10.8, trying to open it will give you a warning to that effect, and you will not be allowed to open it. To work around that, control-click EasyFind and choose Open.)