When you say, "...when i try to click on the downloaded files...", do you mean when you click on
completed downloaded files ?
If so, my first thought is that you simply need to disable the built-in player in LimeWire... Disable it so that it is NOT your
default player.
What are you using for your music file player ?
p.s. I want to rename your thread in order to help you get more replies from users who will probably be able to help you, but until you explain a bit more I can't !