Those things that sit connecting forever are fake files... they're all through the network. It's just a pain!
Typically, these fakes are new releases/very popular (but not always) & have lots of sources... up to 100.
Stay away from files that have huge numbers of sources, go for a file with 10 sources or less. Search again & vary your search terms - look for artist or album, rather than song title. Try the All Types search. If you're looking for video, check a file before download with Bitzi... if the file's been rated then you'll get an idea of content & quality (a video file with lots of sources but no Bitzi rating is often a fake).

Your speed looks pretty fast! Is it just your downloads that are slow? Has this just started happening lately? Who is your ISP?
Download a file from here & see what speeds you get
http://www.magnetmix.com/video.shtml

There's good advice here about setting up LW for best performance, see if that helps
Configuring LW for best performance