Try using a different player to play the file. Are you getting an error message when you try to play? If you're not sure how to change your default player, there's some info here
Changing default player


Does your NAV include the Norton firewall? If so, you'll have to make sure it's configured to allow LW access (don't think it matters what OS you're using). There's a lot of firewall info & also links for configuring a firewall here
Connection problems? Check here first!