Try this:
Open the folder with your files in it(in windows, not LW). Now right click a file and click on Properties > then click on "Change" > choose "Windows Media Player" from the list > click OK > Apply > OK. Do that for each file type you want to change
.
See:
Setting Default video app
Edit: Also open LimeWire(LW) and go to Tools>Options>Player, remove the tick by "Use LimeWire Media Player" click "Apply" then "OK"