Go LW>Tools>Options>Player and unmark the square that says " Use LimeWire Media Player"
The next time you try to preview a music file LW will open with your default player. If that isn't the VLC player, then go and uninstall the VLC player and reinstall it. That should make it the default player.
If you haven't downloaded it, go here:
http://www.videolan.org/vlc/
@luke_19
Keep your unqualified comments for you; your teenage attitude is not appreciated here !!!