You'll have to find your saved folder outside of LW. In LW's library highlight a file & then click Explore...your saved folder should open. Transfer to your player from this folder

When you connect your player to your computer, it should show up as an external drive. Now try dragging files from your saved folder into your player.

Or, you could use WW's method of transferring as in the link below.
http://www.gnutellaforums.com/280606-post2.html