The LW player isn't good. Try disabling it (tools > options > player) & using another player. If songs still won't preview, maybe you're downloading spam/fake files... there are lots around.
Fake files showing up in search results Virus thread: Typical virus spam file sizes - Make a note of them (click on blue link to see)
And some general info about finding files & what to avoid...
How to find music 
* WARNING: Viruses on network you should be aware of ! *
For your license issue, check out this thread:
http://www.gnutellaforums.com/336491-post2.html