I've heard of lots of problems with AOL. But let's ignore that for time being.
Do this test:
Bug Report instructions & sample image Is the result True/False? If false then you might not have configured your firewall properly.
Did you configure your firewall so it allows LW full access (advisable not to have 2 active firewalls b/c they can interfere with each other);
Firewall configuration instructions (click on link)
Some tips:
To continue files downlding (click on link) & see ALL the off-shoot links. There's lots of tips & skills that will come in handy.
An experiment: Downld one of the magnet link files from here:
http://www.magnetmix.com/video.shtml
The above is a fast 7 reliable server. So if you suffer the same problem then the problem might be with your set up or AOL.