Can you answer the above questions about song format & where you got LW.
What is your default audio player? If you don't have one then how about getting a decent free one like iTunes:
http://www.apple.com/itunes/download/ which will organise your music into artist & their albums in sub-folders underneath. Or get QCD:
http://www.quinnware.com/ (another free player.) Make whichever one the default audio app. Then disable LW's media player & Bingo your problems will be over.