As ukbobboy01 said, it could be that they're lacking their extensions so your OS doesn't recognise their file type. Why might they be lacking their extension. Perhaps they were encoded on another type of OS such as mac. In mac OS9 extensions are/can be invisible & can also be invisible in OSX. The prob could be a platform to platform issue or perhaps a java issue.

If you become aware that a file is missing its extension whilst you're dwnlding it, you can use the Annotate button in the LW Library to add the mp3 extensionat the end of its name. I guess LW still recognises it as an mp3 whether it has an extension or not (due to its metadata identifying it as an mp3; ie: id tags.) Just a suggestion.

Oh & I think Murasame has a good point about the example you gave. The size doesn't seem to be quite right! Less than 1 KB!??? A normal mp3 should be b/w 3-10 MB. That's a big difference!