Make sure it's not actually spam you are accidentally choosing. There are several 'known' spam file sizes to beware of:
Virus thread: Typical virus spam file sizes - Make a note of them (click on blue link to see)
If the files have a different program icon, it's not unusual (very common) for windows audio programs to force themselves to become the default program to open audio files. Thus the icon on the file changes to that program. Right-click your audio file (not within LW), & choose open with & tick the box to 'always open files of this type with' WMP.