Sounds like yours isn't a connection problem, rather a fake file problem
There are fakes throughout the network now which will be stuck connecting for ages & go straight to 'need more sources'...these things won't ever download!!
Search again, vary your search terms (for music files, look for artist or album rather than song title). Also try the All Types search. Stay away from files with a huge number of sources. Go for a file with 10 sources or less & those with a modem source. If you're searching for new releases/really popular files, you're more likely to see fakes than if you're looking for older or rarer stuff.
Look through these couple of threads for more info
Info about fake files How to find music
The same thing can happen when downloading video files. Always look up a file with Bitzi before download. A file with heaps of sources but no Bitzi rating is often a fake
How to use Bitzi
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