When you try to download, do files even move into the download pane at the bottom of the search page? If not, try this.
License (click)

The orange warning banner was added because there's a bogus LW update showing up in search results. It's a 75.7 KB .exe & shows up as "Urgent LW update - download & install now". If people download that thing they could end up infected. To try to prevent careless people from downloading a dangerous file, the warning banner was added to LW's interface.

The padlock symbol doesn't apply to music or video etc, only to LW updates