We don't even know what OS or player you're using

The LW player will only play music, you'll need to use another player for videos.
Have a look at this thread. If you're having trouble with a player, you might need codecs. For Win XP, the XP Codec Pack & K-Lite Codec packs are popular. There's also a link to VLC player, which is free & has codecs installed to play most file types.
CODECs list and alternate players for Movies

And this codec pack is for Vista.
Vista Codec Package v4.4.7 Beta 4a (freeware)

If none of that helps & you're still stuck, please give us more info...what OS you use, what player(s) you've tried & exactly what's going wrong