1. Go to LW's menu bar, Tools>Options>Player & uncheck the option to use LW's media player.
2. Find the types of files you wish to use in iTunes, such as mp3, m4a, wma, etc.
Select one of them, right click & choose open with & choose iTunes & tick option to always open with. You need to do this for each of one of mp3, m4a, etc.
Setting default audio program (click blue link for sample)