XP SP2 reduces the no. of simultaneous connections you can have. Unless you're running on a business network may I suggest you uninstall it. Also update your Java to Java 1.5 (take the JRE)

Don't search so soon after you open LW. LW takes time to load the incomplete & shared files. Depending on how many of each this can take a while. Also the incomplete files will each be trying to connect one by one. This puts a lot of stress on LW & possibly your comp. Let LW settle down for 10-20 mins (it's hard to know without knowing how many files are being loaded into LW. I heard for somebody who was sharing thousands it was taking well over 30 mins.) Then do a search. There's a possibility your comp is losing its communication with your modem b/c it's too busy.

Also, try not to use the Resume/Find Sources on many (if any) files b/c this can affect LW's connection quality, overstress your connection, use up all of your LW & comp's resources.

Personally I find I can just open LW & 2/3 or 3/4 occasions files will continue to downld by themselves without any help after LW has settled down.