You were invading the thread. That's why it's been moved since your topic was totally different. Why not move your LW downlds out of the LW downld folder & then transfer them. For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.
By default, your downlds should go here C:\Documents and Settings\"your account name"\Shared
(unless you changed it) So it should just be a matter of directing your player's manager program to that location for transfering. Otherwise as suggested, move them somewhere where your player can see them.

Wow I must be slow typing today. lol