Sorry, I took it from the 'open with' comments of previous posts that maybe you had a paylist file of some type on your desktop or some other directory.
I think if it's off the web you will be using mplayer because that's the plugin for the browser you are using. As an experiment try a different browser and see if it will let you choose something other than mplayer.
What are trying to stream? Could you post a link. I could try to see if I can set it to xmms, then let you know how, if I figure it out.