Are the files .mp3? If so, try changing your default player.

Go to your LW library, click on Saved Files then click Explore. Now your saved folder's open...right click on a file > open with > choose program > select the player you want from the list > tick the box to always use this program to open files of this type > ok.

You might have to change the file types that WMP associates with:
Within WMP go tools > options > file types > untick the formats that you don't want WMP to play > apply > ok.

If you don't want to see .wma files in your searches, filter them out. Tools > options > filters > keywords, add .wma to the list > Apply > ok.