My guess is some of the files are spam & not true audio files. To be sure, try opening them with a player like VLC ... which should play 'any' audio file. If VLC cannot open the file, then it's spam unfortunately.

You have probably already done this, but you can make LW's download folder a Monitor folder; a watch folder, for WMP to add songs from each time WMP is opened; http://www.gnutellaforums.com/345819-post7.html