Besides that it could be that the host(s) of the files aren't online at the time you'are trying to connect to them, or have moved, deleted or renamed the file, it could also be that you try to download a file appearing with many hosts (20 up to hundreds), which are most likely faked files you won't ever be able to download.
Try to search files under "All Types", using the artists name rather than a specific file name. If you get results, try to browse the hosts to see whether they offer the file(s) you're interested in.
