A source is a host (someone's computer) who has the file you're looking for.
Do your files sit connecting for ages & then show 'need more sources' without ever actually connecting? If that's the case, you're probably trying to download fake files.
Search again, vary your search terms, try the All Types search. Stay away from files with lots of sources, go for a file with 10 sources or less, or those with a modem source.

For movies, always check a file before download with Bitzi. A file with heaps of sources but no Bitzi rating is often a fake.
How to use Bitzi

For music, try the tips in this thread
How to find music

And for some general info about these fakes
Info about fake files

Click on the link below for info & instructions for transferring files to iTunes & iPod
Transferring music to iPod & iTunes