If it's only some files that won't download, chances are that you're seeing fake files. These things typically have heaps of sources but sit connecting for ages & then get stuck needing sources forever!

Avoid the files with huge numbers of sources. Go for a file with 10 sources or less. Use the All Types search & search for artist or album, rather than song title

Check out the threads below for more info & tips.
Fake files showing up in search results
How to find music