Are you using the LW player? It's not very good. Try disabling it (tools > options > player. Untick 'use LW player' & apply) & making something else your default player.

Preview your files during download, that way you'll get some idea of whether a song sounds ok & if it's the song you're looking for (some files are misnamed).

Scan a file with your AV program before you open it, that way you won't get a little virus surprise