Normally, if Quicktime is your default player, you'll see Quicktime icons next to the files in your LW library. Are you getting a codec error when you try to play video files?

To make something your default player: Open your saved folder (go to LW library, click on Saved Files then click Explore). Right click on a file of the type that you want to play > open with > choose program. Now choose the player that you want from the list & tick the box to 'always use the selelcted program to open this kind of file' > ok.

A mirror is just a site for download. Sometimes you'll see several mirror sites when you're downloading a program...try the one that's geographically closest to you first. If that one doesn't work, try others. One of them should work

If you're still having player problems, try VLC player. It's free, has codecs installed & is really reliable. You can download from the link below. Choose the nearest mirror site for download & if it doesn't work, just try another mirror.
VLC media player - Overview