Please start by reading all the stuff at the Limewire web site especially:
http://www.limewire.com/english/content/support.shtml
and then the stickies at the top of any of the forums that may be relevant to your application and computer, and then let us know if anything doesn't make sense
I have assumed that you're using limewire, but there a number of other applications that opperate on the Gnutella network
This network consists of hosts connected by p2p applications like limewire, or bearshare... thats enough for starters .... go and see what the manual says!
and read my sig.