The LW Media player is not always reliable anyway. Have you tried other players to see if the music plays on them?

You could try extracting an audio CD to your computer, put the files into a folder to share for LW. Then see if the LW Media player plays them or not. If yes, then it suggests the problem might be with your songs you downloaded.

There are some dud files out there, just hope you haven't downloaded any of those.

Are you trying to play them via playlists? If yes that might be the problem. With playlists, they point the player to where to find the song files. If any of the song files are missing, the playlist will not work in most cases (depending on player.)