If the file was downloading ok but later showed 'awaiting sources', could be that the host you were downloading from went offline. Try resuming the file later or search again, see if that gets things moving.

Does your firewall icon often come & go? Some people find that it happens. Used to happen to me occasionally but it didn't seem to effect up or downloads.
What firewall are you using? Make sure there's only 1 software firewall, 2 won't work well together. The firewall could be within your modem/router too. Have a look through the sticky below, there's a heap of info about firewall issues there.
Connection problems? Check here first!

If the firewall icon stays put & you need more help, give us your details. Post #2 of that sticky shows the info we need!