Playing on Media Player
 

When I first was downloading stuff with Limewire it would automatically go into my Media player file and be there for me to use but it is no longer doing that...I have to physically move them to the media palyer program to make them work...How can I make them automatically do it??? PLEASE help...

Set it as default program for all audio files. Setting default audio program

and how exactly do I do that???I can't seem to figure it out

Select an audio file, right-click & choose open with & choose wmp & tick the option to always open with.

You can also check which files WMP is the default to open with via wmp's options. See ideas here How to make Media Player Classic my default player