Sorry if this sounds stupid, but now there's a volume control for the LW player...if you've updated from a version older than 4.15, you would never have had a volume control before. Make sure that the green slider to the left of the player isn't pushed right to the left (low volume)
If you could play songs using the LW player, but now you can't, maybe it's a bug.
I'm not trying to put you off the LW player (I think it's awful but some people love it), but it can really take a dive if you're doing other things (like downloading, browsing) at the same time that you're trying to play a song.
Try the latest LW Beta version, see whether that's any better. You can download the Beta version from the usual LW download page. Make sure to download the offline installer. When you click on your platform to download, cancel the dialog box which pops up...now use the option to download the offline installer.
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If nothing helps, you should post at the other forum that I linked to in post #2. The developers don't come over here, but they might see your post there