As stupididiot69er points out, the LW media player is not 100% reliable although it does recognise most audio formats you'll dwnld. Instead try the files with another player just to double-check. If it works ok then make your default player the one to play files dwlded by LW.

At worst, it could be a java issue in wich case you should make sure you have the most recent update for your OS version. Java is so important for LW but Java's not fault free & it's been improving with each new release.