I don't have a mac but what I do to preview with vlc is go to the LW library, click on the incomplete files then hi-lite the file you want to preview. You will need to have a short cut to the vlc media player on your desktop. Then just drag and drop the file onto the short cut and vlc will launch automaticly.(you'll have to move LW over to see the short cut)
This will leave a previewed file in your incomplete files that you should delete. It will be in red, don't delete the actual file. Again this works for xp, don't know if it works for mac.
Edit: My mistake, if you launch the preview with LW then it leaves an incomplete file in the incomplete files section of the library.