[CentOS] A quick question about ./configure

Sorry to bother, but everytime I want to compile a program (Mplayer, 
avidemux2), I have an error:

./configure
-bash: ./configure: No such file or directory

I have the development tools installed, libs, x11 libs, etc... I 
recently formated and upgrade my PC with Centos 5, (I had centos 4 before).

Did I overlook something??

Thanks for any advance

P.D: Sorry about my English