If you've scanned the file with a good AV then you should be ok.

You might need codecs for your player. Click on the link below, it has more links to codecs & also the free VLC player. VLC has codecs installed & plays most file types. If you want to try it, just choose the nearest mirror for download.
Codecs & VLC

Only thing is...if you use VLC you won't be able to preview or launch a file from within LW. To launch a completed file, go to your LW library, click on Saved Files then click Explore. Your saved folder will open & you can launch from there.
For previewing, click on Incompletes then Explore & you can preview from the opened incomplete folder.