Did you preview the movies & if so, did they preview ok? Are you trying to launch them from within LW? Try opening your saved folder outside of LW & see if they'll launch (within LW's library, click on Saved Files & then click Explore... this will open your saved folder). Which player are you using? Try VLC player, it's very reliable & comes with built in codecs. See the link below
Codecs & VLC

If VLC won't play the files, they're probably rubbish. You can look up a file with Bitzi before downloading to get an idea of quality & content
How to use Bitzi