LW won't launch program files You'll have to launch from your saved folder outside of LW. Go to your LW library, click on the file & then click Explore...saved folder opens.

BUT...before you do open the file, you should check a few things!!

First, make sure that you've scanned the file with your updated AV program - many program files are infected!!!
Did you check the file with Bitzi before download (right click on the file in search results > advanced > look up file with Bitzi)?? Other users rate files with Bitzi & it's a handy way of finding out if the file's misnamed or even infected
How to use Bitzi

WARNING: Viruses on the network you should be aware of

Just be aware that lots of programs being shared won't work anyway - they'll need a CD or code to run