You need to have the continuous button clicked. But if you're having problems with consistent playing then I'd suggest you disable it & use your default audio player instead. To do this go to LW's menu Tools>Options>Player & untick option box & click Apply button. Now your default audio player will open & play everytime you launch or preview a song.

If you're looking for a decent audio player with inbuilt codecs & is free then try: QCD: http://www.quinnware.com/
OR else try iTunes: http://www.apple.com/itunes/download/

Some helpful info here: http://www.gnutellaforums.com/showth...threadid=32626