Not able to play wav files with mplayer

I'm playing around with a simple project, but it appears that I am not able to play wav files with mplayer.
I've tried restarting alsa-utils, and also tried a new image.

These errors stood out:

mplayer: could not connect to socket
mplayer: No such file or directory
...
AO: [pulse] Init failed: Connection refused
Failed to initialize audio driver 'pulse'

Ant
The results from a recomended test:

Pi@raspberrypi ~/files $ mplayer howl.wav
MPlayer svn r34540 (Debian), built with gcc-4.6 (C) 2000-2012 MPlayer Team
mplayer: could not connect to socket
mplayer: No such file or directory
Failed to open LIRC support. You will not be able to use your remote control.

Playing howl.wav.
libavformat version 53.21.0 (external)
Mismatching header version 53.19.0
Audio only file format detected.
Load subtitles in ./
==========================================================================
Opening audio decoder: [pcm] Uncompressed PCM audio decoder
AUDIO: 11127 Hz, 1 ch, u8, 89.0 kbit/100.00% (ratio: 11127->11127)
Selected audio codec: [pcm] afm: pcm (Uncompressed PCM)
==========================================================================
AO: [pulse] Init failed: Connection refused
Failed to initialize audio driver 'pulse'
AO: [alsa] 11127Hz 1ch u8 (1 bytes per sample)
Video: no video
Starting playback...
A: 5.2 (05.2) of 5.0 (05.0) 0.1%


Exiting... (End of file)
pi@raspberrypi ~/files $

Any recomendations would be appreciated.

We discovered that audio was being sent over HDMI, and not to an attached portable speaker.
Once we disconnected the HDMI monitor, it worked.
More information can be found here: http://www.element14.com/community/groups/raspberry-pi/blog/2012/10/25/a-second-helping-of-pumpkin-pi

sound will go over HDMI unless you tell it otherwise