If you downloaded the VLC player and it didn't work, I'd say there is something wrong with the file you are trying to view..
Get the pac advised in the above posts, it's one of the best...
Use this one for XP...
Download XP Codec Pack 2.0.8 - XP Codec Pack is one of the most complete codec pack
To make Divx your default player
Go to your shared folder (outside of Limewire) you will find this folder by clicking on one of your files in your LW library and clicking explore...
Right click on one of your movie files
Select open with
Select choose program
select Divx
and tick the box that says always use this program to open this file type
Select OK