Go to the LW Library window & select the folder you have your shared songs in. Then select a song to the right side, & press the Launch button. This will allow the media player to play it. You can also use the playlist via moving songs across to it using the Enqueue button. Then select the song & press the play button. Make sure the Continuous option is ticked. For more details about how to create a playlist, see the lower part of the following page:
How to transfer music to my iPod (& iTunes)