Assuming your using windows. Open up the folder with your files in it.
Right click on one of the files you want to change the player for and click on Properties > then click on "Change" > choose the player you want to use from the list > click OK > Apply > OK.
This will change the default player for that type of file. Do it for each file type you want to change.
See:
Setting Default video app
If you don't want to use the LW player for mp3's. Open LW and go to Tools>options>Player, untick use LW player and click apply.