I don't know why your songs wouldn't launch in LW either! If you've made sure that WMP is your default player, disabled the LW player (just double check that it's disabled... tools > options > player) one thing you could try is making sure that WMP knows what file types it's supposed to associate with.
Within WMP go tools > options > file types. Make sure that all the formats you download (like mp3, wma or whatever you prefer to download) with LW are ticked > apply > ok.
Really sorry but I don't have a clue about sound device problems. Keep an eye on your thread here, someone else might know. If nobody's answered in a day or so, bump the thread. Or try looking on Google... you never know, there might be some good info to help