That's because you're lacking the correct codecs to play the particular video files. I'd recommend getting VLC - (click on link) _ (choose nearest mirror site) as it has in-built codecs & is the most popular player for using with LW. It can stream video & audio. You can downld extra skins for it. You can play dvd's & vcd's with it, etc.

To make it your default player so LW opens it when you preview or play a video file, see Setting Default video app

If you'd prefer to get extra codecs instead for WMP, then press the Go button below & open the Sticky at the top of the section called 'Major Topics for Download/Upload Problems', & you'll find a link there.