hmm sounds like a system issue. Try resetting your default programs for each type of file. Example: WMP or iTunes for each audio type file, VLC or WMP, etc. for each video type, etc.

If using VISTA, right-click the short-cut to LW & choose to run as administrator. If still problems, try changing download location. That is often a solution to Vista problems of downloading, however not ignoring what I suggested above.