LW won't launch program files from within the library. Many .zip, .exe & .rar files are infected. If you want to risk downloading these file types...make sure to scan with a good, updated AV before opening.
WARNING: Viruses on the network you should be aware of

If you're sure that you want to open a program file, you'll have to do it from your saved folder. In LW's library, right clickon the file & then click Explore...your saved folder will open.