Thanks, Indeed there was some paramters highlited in the document to cross compile:
./configure \
--enable-cross-compile \
--windres=i686-w64-mingw32-windres \
--cc=i686-w64-mingw32-gcc \
--ranlib=i686-w64-mingw32-ranlib \
--ar=i686-w64-mingw32-ar \
--as=i686-w64-mingw32-as \
--nm=i686-w64-mingw32-nm


there is still a problem but it is related to mplayer itself.

thanks for your support and fast responses