Even with a super fast connection, it sounds fishy that a whole album downloaded within a minute Did you check the file size before download? Maybe you downloaded a piece of junk!

There are heaps of files on the network that aren't what they claim to be. You've got to be careful & look at file sizes, file types, check the file with Bitzi before download, scan everything that you've downloaded with an updated AV program before opening (to avoid a virus surprise)! Have a look at the threads below for starters. There are sticky threads throughout the different forum sections that are also good value

Fake files showing up in search results
How to find music
WARNING: Viruses on the network you should be aware of

Normally, when you download a music file, scan it for nasties & then listen to it...it should launch from your LW library. Depending what player you're using, it'll either launch with the LW player (yuk) or with your default player. To find out where files are stored on your computer, tools > options > saving will show you the location of your saved folder.