Usually, that 'connecting' forever means that you're trying to download a fake file. There are heaps around at the moment. Typically they're new releases with lots of sources (up to 100). Search again, vary your search terms & try All Types as well as Video. Stay away from files with huge numbers of sources, try a file with 10 sources or less. Are you checking out files with Bitzi before download? Click on the link below
How to use Bitzi

If you're convinced that it's not a fake file issue, you could try deleting the LW preferences folder when LW's closed. See points 2 & 3 below for instructions. Deleting this folder will kill your settings within options, you'll have to go back & reset things afterwards
Fixes for LimeWire