Open incomplete folder, ie: go to LW's LIbrary window, select incomplete folder, press Explore button, this will open the folder for you. Then, if VLC is your default video program, then double-click the video file & VLC should open it. If VLC is the default, then it will probably have the VLC icon.

If you're still using WMP, then lol you need to try to find the right codecs.