First: What version are you using? I'm going to assume you have a dial up connection (2/7 K/s), and versions prior to 1.12 made no differences to the bandwidth usaeg rules bewteen broadband and modem users.

Next: When a search comes back with hits the score you are given on the right denotes how many hosts have that particular file. If you don't wait very long for results to come in, or select files with a score of 1 or 2, then there is the possability that the host may dissapear, and no more hosts with the fiel will be found. Having few hosts also means usually only downloading one segment at a time, and if the host you are connected to is slow, then so will be your downlaod.

In the Tools -> Preferences menu (Network Tab), select an upload speed of 3 if you get ~56K or 2 if you get 33.6 or lower. Contrary to what the info box may appear to say, the download speed is not limited by bandwidth like uploads are, instead you are limited to ('upload speed * 2) download segments that can be connecting/active at once. On a modem, 4 segments are usually enough to saturate your avaliable bandwidth easily.

Also check Tools -> 'My uploads visible' menu. In 1.12 modem users can only one file at a time, earlier versions didn't have this restriction. Either way, download speeds will drop a little when uploading, and a lot if you don't limit the upload speed.