What player are you using? If you're using the LW player, try disabling it (tools > options > player) & making something else your default player.
In LW's library, highlight a song & click Explore. Now your saved folder opens. Right click on a song > open with > choose program. Choose a player that you want to use to open your music & tick the box to always use the selected program to open files of this type > ok.
Let us know if you're still stuck