What player are you using to play them with? Try opening the file directly from your player by directing it to the location the file is. If it's a video file, then you may be missing the correct codecs to play the file. I'd recommend trying this player: VLC - (click on link) _ (choose nearest mirror site)

Sometimes LW can be fussy about launching files if they are not shared.

(BTW I know about the frustrations of using LW on dial up, I used dial up for over 2 & half years with LW. I've heard Satellite may have its own issues, but should at least be faster.)