A dwnld file such as a movie or audio file must have been at least partially dwnlded before you can start previewing it. If LW's media player (for audio only) is not working for you then go to your Tools-Options & Player & untick it to disable it. Now your default audio player will play it instead. If you don't have a default player, go to your finder & highlight/select an mp3 file & go to File & Properties & select an mp3 player you wish to use to play it with. A good reliable one that doesn't require xtra codecs is QCD (Freeware):
http://www.quinnware.com/ Smae thing for you movie files. You need to have a default player in order to preview it within LW. You also need to have the correct codecs:
http://www.free-codecs.com/ or VLC (a free player that doesn't need xtra codecs):
http://www.videolan.org/