Which video player do you use to open them directly? You should make that one your default. If it's the default then when you launch a video it should open that video player & start playing. Unless you're missing codecs. Try: http://www.divx-digest.com/software/nimo_pack.html OR VLC which is free & has built-in codecs: http://www.videolan.org/vlc/ (choose nearest mirror site.)

LW's media player is only an audio player, not a video player. So if you launch a video file it should open your default video player. Just make sure the right one is set as your default.