Greetings katey64
If you would like to make VLC your default player for that particular type of file you can do this.
In winXP Open windows explorer locate that type of file (ie. .avi,.mpg, etc) do a single right click with the pointer over the icon. This will open another window. Then go to open with>chose program --- select VLC --- Then make sure the box is checked that says ---- Always use the selected program to open this type of file ---- click ok ---
This will set VLC as the default player for that type of file. You will need to do this for each file type you want VLC to be the default player for.
Then when you click preview in LW it will automaticly open VLC to preview the file.
lassie's suggestion is also good if you don't want to set VLC as your default player.
Best of luck