Hey Dell, if your using the Limewire player, try using some other media player. LW player isn't very good. Take a look at this one. It is Highly recommened.
VLC media player - Overview.
If you decide to make VLC your default player, go to Tools > Options > Player and uncheck "Use Limewire Media Player".
Now click your Library Tab. Go to Explore; bottom left corner. Now your at the shared/saved folder. Right click any file. Click Open With > Choose Program > VLC > Click Always open this kind of file... Then OK. Hope this helps.