See this thread:
http://www.gnutellaforums.com/showth...threadid=12041 and also this one:
http://www.gnutellaforums.com/showth...threadid=21818
Just click on those links for the answer! That is to set WMP as your default player. However, if u want to just play files you've already dwnlded, go to LW's menu Tools-Options & Saving; this will show u where your files are being saved. Make a note of the name, location & path. Then either drag & drop, etc. these files where u want or direct WMP to where these files are to add them to its library (this also applies to any shared folders.)
Hope this helps, particularly since I'm a mac person & not windozzzer!