What type of files are you looking for? In newer versions of LW some file types are filtered by default. In LW go to Tools>Options>Filters>Keywords and you can change the settings from there.
You might be interested in this thread:
What you should know about WMA Files
If your having trouble playing files either the files are corrupt or your missing the right codecs to play them. Try playing them in a different player. Some suggestions here:
CODECs list for Movies /Alternate players / Video help forums