If it doesn't connect soon after you press connect, then try pressing disconnect, wait 10 seconds and then press connect. try it a few times.
Remember to search for something while doing it.
If this doesn't work either then I'm all out of ideas. Haven't had that many problems connecting
BTW when you try to connect. look at your connections window to see if it is really connectiong. You should see about 10 IP's changing all the time until you are connected.