Anime fansub groups often specify font preferences when releasing in MKV format. This hint will allow you to view the anime with the special fonts rather than with the default, it also makes it so that mplayer automatically sets the audio language as japanese and subtitles as english.
Firstly, for MPlayer with english menus... say thanks to Zinden and follow the instructions in this thread:http://worldforum.pardus-linux.nl/index.php?topic=1370.0Tasma / Desktop / File Associations
Type mkv into the search box and expand the result that comes up. You should see x-mastroka, click on it then select MPlayer in the Application Preference Order box. Move it to the top if it's not already, then click edit.
Click on the Application tab then delete the text in the Command textbox. Replace it with the following text:
gmplayer -alang jpn -slang eng -ass -correct-pts -really-quiet 1> /dev/null 2>&1 %U
Click OK, then Apply. Open konqueror and try it out.