They're probably fake files. Most times I can d/load without any problems, but sometimes I hit a spell where every file I try won't d/load. Actually there are probably good files mixed in with the bad ones but it's hard to tell other than trial and error.
Something to try is right click the files and see if the option to "Browse Host" is available. If it is, try d/loading that file. I've had some success doing that.
Another thing is you might be connected to a bad ultrapeer. Try shutting LW down completely and restart it. You should connect to different UP's and get different files.
More info:
How to find music(also applies to movies) Fake files showing up in search results (Connecting for ages with many hosts & then Need More Sources when trying to download a file.).