Recently dloaded song fr the internet can't

Hello,
i just want to know if why the recently downloaded song from the internet can't be played to my winnamp 55.6 ver. i already saved it to my folder, but when i open my winnamp and double click the song that i want to be played from my folder it won't play. Why the songs that i downloaded before can be played using my winnamp new version ,just the new d/loaded song can't be played. How will i know if the songs were already saved. how can i drag the file not using the mouse. thanks.