Which player are you using to preview the movie files? It 'might' be due to lack of appropriate codecs. Some players also don't play incomplete movies very well.

ALso, have you checked to see what is the default application to open that type of file. Select the file outside of LW, & go to menu>File>Properties & see which app is dedicated to opening it.

A player that's free & with built in codecs that is reliable (except for the odd wmv file) is VLC: http://www.videolan.org/vlc/ (choose nearest mirror site)