Transfer the file from your LW saved folder to your mp3 player.

In LW's library, highlight the song & then click Explore...your saved folder will open. Transfer from that folder to the player

I've got an iPod, so I don't need to use WMP for transfer. Some people have posted here before, saying that their players (depends on brand & model I think) require them to add songs to WMP before transfer to the player. I guess you'd just need to have a try & read the players manual as well...it should tell you what you need to do re adding files.

Have a try adding straight to the player from your saved folder. If that fails, add the file to WMP & transfer to the player after that. See which method works