Hi,
I had the same problem - I could not permanently associate e.g. mpg with gmplayer.
Workaround which worked for me:
konqeror / setup / file associations / video / mpeg / add
then manually write "gmplayer" (if you use app from menu, it is owned by root and cannot be changed)
then press modify/change/?? button ( I dont know, since my labels are in Czech)
choose application tab
add mime types you want
press advanced properties
deselect run / allow response ... (this supress the running clock utem on taskbar, playing mpg from konqueror)
I hope this works not only for me...
Nice day, Jiri Volf