I have just checked out that file.
Your K-lite codec is probably just fine.
Based on my experience when mp3 file is open, there is one stream of data (type:Audio, Codec: MPEG Audio ... with it's own bitrate, channels and other stuff).
When avi file is opened, there are two stream of data: mp3 for audio and Mpeg or smth else for video.
To check that I am using
VLC media player - Tools - Media information.
When I open your file: there are
16 streams 
and 3 of them are videos. Looks like this file was created with error.
Windows Media Player probably reads first stream only , but Media Player Classic from K-lite pack is more sophisticated and it tries to play all media pieces in that file.
So, basically this files was created with errors. To fix it, you might want to convert it to mp3 again.
Screenshot of your file and normal mp3 file are attached.