mplayer -vo null -ao alsa test.mp3 & disown
It returns
sh: 1 : disown: not find
Why it doesn't work?
Likely, your shell is not bash but dash which doesn't have disown. Do fgrep $(id -n) /etc/password and see whether your shell is bash. If it's not, then update it, re-login, and you will be able to disown processes.
If you want to continue using the current shell (which lacks the disown builtin) you can use nohup your_command_here & to achieve almost the same behaviour.
The difference between disown and nohup is that disown prevents shell from sending HUP to disowned process, while nohup installs a handler that ignores the HUP signal sent by shell at the exit.