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.
If you indeed see a small brickwall in front of the globe in the left bottom corner then there might be a firewall issue. Read here on how to configure the firewall properly (connection problems -click first):
Trying to delete the LW prefernce folder might also have an effect on this issue. Read here on how to do this (Point #2 & 3 in Fixes for Limewire):
