If your using the Limewire player, disable it and use your default player. LW's player isnt very good and tends to skip, pop, quit playing, ect. In LW go to Tools>Options>Player, untick the box and click apply. Now try playing a song in LW and it should play in your default player. See if that helps.
It could also be a codec problem. You could try downloading a different player.
VLC media player has the codecs built in and can play most any file. More info on codecs and players in this thread:
CODECs list for Movies/Alternate players / Video help forums/ video-mp3 fixers.
Lastly and most likely is that the files you have downloaded are fake files. Organizations that wish to disuade people from sharing files put fake files on in hopes of disrupting the network. You can read more about them by following the links in this post:
Recognising Fake files
This thread has a lot of good tips for finding files on LW:
How to find music 