Try to learn how to use the Bitzi function:
How to use Bitzi (click here)
Besides, after having downloaded a video file 5 - 10%, try to preview it to see whether it is the file you're looking for.
For previews, LW will use your default media player. It that is the Windows Media Player, you might have problems to preview unrendered files.
I reckon therefore to download the free VLC player with built-in codecs which can play almost all media files without problems. You can download it from here:
http://www.videolan.org/vlc/ 