HELP! Icant see anything.

HELP! I'm having trouble watching movies
Someone please help, I'm new to LimeWire (and computers in general) I downloaded a movie (and subsequently deleted it out of frustration), actually about three of them and a music track. I clicked on to watch them and nothing happens at all, on the one that I deleted a notice came up saying "Plug in needed", what is this message , what is a plug in? Do I need one? and why can't I watch or listen to anything? I am getting more and more frustrated and nearly threw my computer out the window.