Player Stopping
 

I'm using Win. XP Pro-router-firewalled. I've figured out most things on LM 4.9.37 But two things (1) when playing newly downloaded songs, the song begins and after three or four seconds, stops! I must click the return button two or three times, (Launch) then it plays normally. Not a big deal, but i"d like to fix it. Any suggestions?
(2) I keep many songs together in one folder (by artist or type etc..) I can do this if I leave LM and do it with Windows, Can I do this WITHOUT leaving LM? (using drag and drop or some other method?)
Lastly, I've looked for these answers without sucess, but if I've missed them, I apologize! My first post.