Sounds like fake files to me. As a test try d/loading a file from here:
http://www.magnetmix.com/audio2.shtml
If it goes to "needs more sources" right click the file and tell it to find more sources. Sometimes they help getting started. If the file d/loads fine then you've probably been trying bad files. If the file doesn't d/load properly, it could mean your isp is traffic shaping p2p programs.
Post back your results.