MP3tag is not a player.
It usually calls the default player for the repective file type as set for your local environment.
So I would check there what is wrong.
You can also add a special program that is executed when you double-click a file:
Go to Extras>Tools>Tools
Add a new tool like WMP and the parameters you need to open the current file.
see the FAQs for more details: /t/966/1
Activate "Start special program on double-click"
Select the name of the just added new tool
Click OK.
But as you say that the files (you do not tell us which type) have problems with other programs, it might be worth a try to check for corruptions.
For mp3 files good utilities would be foobar and mp3diags.