It means the user(s)/hosts that are sharing that file(s) have gone offline or are busy uplding to other people & no slots left. Movie files often come from Shareaza users & connections with those clients can be extremely frustrating; slow, unreliable, queued for long periods, etc.
See the following link & follow “ALL” the off-shoot links to find hints & extra skills to help solve your problem:
To continue files downlding (click on link)