MAJOR TOPICS for Upload/Download HELP. There's multiple reasons as Remoc suggested why the files might not play. When you search music, in the search results, make sure you see a bit rate otherwise they are most likely not really music files. But still, some files show bit rate but are corrupted.
To be sure your freshly downloaded files are always not red, you could do this: Tools > Options > Sharing & choose whether or not to immediately share your downloads. I prefer not to use this option because I like to check the files first. Then share selected folders from my music library.
