Try playing it with VLC player. It has codecs installed & is very reliable. You can download it here. If VLC won't play it then chances are that it's a bad file.
Just one thing though, if you're using Windows you'll have to preview by opening your incomplete folder outside of LW. For some reason, VLC doesn't let Windows users preview or launch within LW

ok, i donwloaded VLC but i just got a question b4 i install it, is it going to make all my media files open up into it? or can i just use that to play certain files that i choose, by right clicking and going to "open with..."?

If you don't make it the default player for all video, you should just be able to choose which files to use it for
Did you try using it to preview the file you had trouble with?

how do i try to preview it? do i open the file it is thats downloading or try to preview it then open the preview in the player?

Go to your LW library, click on Incomplete then Explore. Now right click the file you want to preview > open with & choose VLC.

ok well, i went to try and preview it, and it said "this avi is broken, do you want to try and repair it? this might take a long time." so when the files dun downloading ill try the repair thing and if that dont work ill look for a different one.