You can't hear them with ANY player or just with the LW player? Or maybe the seem to be playing, yet no sound is being output through the speakers?
If you're trying to play them via LW's player, then wait a little after clicking the song to play: your computer may be too busy at the moment to play the song right away.
If you can't hear them with any player, try dlding a really popular song, then playing it with one of these players (not LW's though). If they don't play, try quiting all other apps.
If the player(s) seem to be playing the filse with no sound output, then come back to the forums and click search. Run a search for "no sound" or something 'cause I've seen this before but can't remember where and am too lazy to look for it myself
